Call yourselves the "Scruff McGruff National Liberation Army" and buy an assload of fully automatic AK-47s, some Panzerfausts, and body armor for everyone and build a bunker.
That should do the trick.
Seriously... keeping in touch with a government official (preferably a sheriff; they would probably be more lax than your average police officer) would be the best idea to make sure you don't seem threatening or step on any toes. Scouts is a better name than "militia" as well.
And yeah, practice with paintball.
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