Probably the most important lesson I can teach you - if you can be convinced - is that government is one of the evilest ideas people have ever come up with. If you're anything close to a good person, you probably already believe that the American government (or whatever governement you live under) is highly corrupt, but that isn't enough.
First, let me dispel the notion that they have some kind of valid authority. Morality comes from your conscience. You should always do what your conscience says, but there are three ways it can also be bad not to do what someone else says. The first is when handling that person's property. While you might argue that things such as roads are the government's property (they aren't), you surely know that your own body is not the government's property, hence laws prohibiting underage alcohol comsumption or requiring you to wear your seat belt cannot be validated on this ground. The second way is when someone is asking a favor of you and it would cost the forces of good nothing to do it. While it might be unkind to refuse a favor, it is not something you can ever punish someone with violence for. Remember that every law made by any government is ultimately backed by the threat of violence. The third way is when you owe the person a great debt and have no other way to repay it, such as a child to their parents. But you don't owe the government anything. You might argue that they protect you from crime (they don't), but you have to remember that they fund their activities by taking your money, so they aren't doing you a favor, just forcing a transaction on you that you may or may not want. Therefore, no government has authority over anyone.
You might still think it's possible to have a benevolent government if the only laws they enforce are exactly those of conscience. Certainly a good person will use all the power at their disposal to punish evil even though they know they don't have authority over anyone. But there are still three differences between a government and a conscientous vigilante. The obvious one is that governments also collect taxes, forcing the populace to fund their activities instead of getting an honest job. It should be clear which has the favorable side of the comparison here. A more subtle difference is the justification they give for their actions. Governments claim to have authority, while conscientous vigilantes only claim to be enforcing the laws of conscience. Finally, the most subtle one, is that a government enforces its laws without regard for the perspective of the victim, and makes no apology for doing so. A conscientous vigilante will not enforce something on someone who genuinely believes it to be wrong, and, if they must (because of consequential reasons), will express sympathy toward the victim and not anger.
There's a commonly raised objection against vigilantism that you might be raising right now, which tends to go something like "you think you alone have the right to decide who lives and who dies?" Well, the answer is always yes. Of course I have the right to decide that. So do you. We've both got consciences. We both have to listen to them. And even if you don't believe that our consciences are infallible, you have to realize that any external authority is either going off their own conscience or just another authority. So in the end, all morality comes from conscience. That's why I say it's infallible: it's the only source there is. Nothing can trump it because there is nothing else.
Another way to look at it is this: all of us on this planet are people. All of us have a conscience. All of us don't follow it. None of us have any more right to determine morality than any others - not even someone democratically elected... by a bunch of other flawed people. But someone has to make the decision. That's why everyone can and should make it for themselves. No one determines morality, everyone simply decides it.
Now, you might argue that if everyone acted this way there would be a lot of conflict in the world. Well, that may be true. But isn't people getting hurt because they disagree about what's right better than people doing what they believe is wrong? If there was a planet full of conscientous and benevolent but impoverished and war-torn people and a planet of selfish hedonists living in near-utopia and you had to destroy one, which would you destroy? Would you rather have suffering or evil be rampant?
Also, the conflict wouldn't be as bad as you might expect. Since all these people fighting over what's right know that each other are just following their consciences, they wouldn't be trying to hurt each other any more than necessary to win the fight. It's not like they'd be enacting the principle of retribution against each other. One of my fiction WIPs is going to show what this would be like and why it wouldn't be so bad.