There's a reason why citizens pool their tax dollars to collectively support certain essential services. It is because some things are inherently costly and not prone to short-term profits, but are still necessary to support a safe and stable community environment.
Case in point: (This is what happens when essential services are subjected to "free" market forces.) On September 29, 2010, firefighters stood by and watched as a home burned to the ground in Obion County, Tennessee. Citizens who live near the town of South Fulton apparently have an option to purchase fire service coverage from the city for an annual fee of $75. In this case, the homeowner had not purchased the service, so firefighters refused to douse the flames on the property. To the letter of the local law, this is fair enough. Of course, fire is as fire does, and soon the next door neighbor's property was burning. The neighbor had paid the $75 fee, but the fire didn't seem to care about that. It was only then that firefighters went into action to douse the flames on the neighbor's property. The fact that the neighbor might suffer damages because the firefighters chose not to act on the original fire didn't seem to factor into any of the firefighters' decision-making.
This is important because this scenario seems to fit a model to which many modern conservatives would want public services to adhere. Basically, it's either a model where public services are only offered to the wealthy and others who cough up the dough (as opposed to a more general tax supported by the entire community) or it's a completely privatized model where, again, the services would only be offered to specific citizens who pay for them. This sort of super-libertarian model does not take into account the very real possibilities that isolated individuals' problems can sometimes very quickly become problems for the surrounding communities; even problems for those who "play by the rules."
By the logic on display in Obion County, I shouldn't support efforts to fight terrorism because my house wasn't hit on 9/11.