Don't bother with the practical arguments if you aren't willing to first accept the moral argument.
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There is a simple moral proof for it:
The initiation of the use of force is wrong. This is something we all accept in our daily lives and in my opinion is not reasonably up for debate (although you are welcome to).
The government is fundamentally a monopoly on the initiation of force upon a given region. All government regulations and laws are, at the end of the day, enforced with the threat of violence (jail, death if you resist every step of the way through self defense).
Because the initiation of the use of force is immoral and the government is the initiation of the use of force, the government is immoral. Anarchism is the only structure which accommodates a total lack of government.