Before anyone complains about taxation being thievery, that person should tell us who pays the Policeman,Soldiers,Firemen and how come they had hospitals to go to and who pays for the roads they drive on. Its a give and take example, You pay taxes and the Government provide these.
In reality you are right, but it is necessary to have common sense to select taxes from citizens, and not to tax everything and always. But the financing of government structures is people's concern.