No, and no, not really.

That is a real argument that has been made by political philosophers regarding anarcho-capitalism: If you don't like your country, "vote with your feet" in the marketplace of sovereign states. Hong Kong, for instance, is much more libertarian than the United States, and Somalia has almost no rules at all. I wish I could remember who argued this (it was a highly developed and nuanced argument from an actual scholar), but I can't. So I might be oversimplifying and/or leaving holes here.

And true, none of us signed a contract to live our own country, but we were born in it, so our parents basically signed it for us. After all, we were babies. You have to start somewhere. It's not like there's a magical neutral place where we can grow up, develop adult consciousnesses, and make an informed decision from afar. A rough metaphor for such a place would be counter at a fast food restaurant: We can hang back in line for a while and choose our favorite from the menu. But in the real world, we're born with a cheeseburger already in front of us, even if we'd really prefer some chicken McNuggets.

In any case, it is true that we can all do whatever the hell we want, within the limitations of our physical and mental capacities, and to the extent that we can conquer powerful people that we might disagree with (e.g., the US gov't and its military). But that's a truism, and therefore not particularly useful, which is why some thinkers don't think that anarcho-capitalism is a particularly useful concept. Such a society could never be established in a democracy, anyway.