Government is best that governs least.  Government is at best just an expedient.

Governments do nothing; people do things.  Government exists primarily for protection.

Why do we have to submit to the conscience of a legislator when we have our own?

For Thoreau, the government is not his that is also the government of slaves.
    Being in jail is a good thing.  It is there that Thoreau is free.

For Thoreau, the more money a person has, the less virtue he has.  Money comes between a person and his objects.  It gets his objects for him.  He (the man) is sold to the institution that makes him rich.
        This is much like the Marxist claim that man is alienated from his species being.