There are specialists and there are non-specialists in violence. It takes a special mentality to dedicate your life to violence. It takes preparedness to give up for your life at any moment. You must be able to sacrifice the lives of your loved ones as well. Not everyone is like that. Only a small minority of people have what it takes to be specialists in violence.
It's unrealistic to expect the average person to be a match for the kind of cold-blooded killers that the criminal underworld or the likes of the KGB breed. The ordinary person will not stand a chance anywhere. Not even in the land of the free. Forget about it.
The only way a modern state can function without turning into a police state is to have several professional organizations specializing in violence with partially conflicting jurisdictions. That guarantees that there won't be too much fraternizing between them. Then put civilians in control of the entire system. Dictatorships use the same system to keep the security apparatuses in check.