I’d say that a neighborhood watch is the best place to start. Actually, that’s probably the best place to finish too. After that, if you want to be part of a bigger militia, my vote is with one of these groups:
http://www.marines.mil/
http://www.navy.mil/
http://www.army.mil/
http://www.af.mil/
Or you can compromise with a state militia.
If you remember Waco, however, law enforcement fired into a building with dozens of women and children. They ended up burning them out using military equipment from the National Guard. What if the Nat Guard told them to use their own crap? It only takes a few higher ups to screw the pooch for everybody.