I'd rather keep fighting than give up. Not fighting against The State, exactly, but fighting to live life as I see fit and resisting those who would molest me for daring to ignore or ridicule their stupidity and meddlesomeness.
Even if it were proven to be impossible to defeat the notion of The State now, or forever, wouldn't it be wrong to just go along? Yes, it would. Because Statism is wrong. Nothing can ever make it right; not popularity, not utility, not preferences, fears, or opinions.
What form that resistance takes will vary between individuals, and even depending on the time that you look at each individual's life. But the resistance will go on.