No, you do not join a militia in your area. Unless of course you want to have a burger with an FBI/DHS/ATF/Stasi agent.
Instead you learn about leaderless resistance. Avoid the 33rd Texas, or the 21st Ohio like cyanide.
The US Military studied hard and came up with that as the best solution for dealing with a foreign takeover.
Alphabet boys already visited. United we stand - and they know it.