If by "anarchy" we mean that no government apparatus can develop, then I think I would prefer that.
At least that way I would have a chance against others who are more brutal and powerful. Or I could ingratiate myself with those who are more brutal and powerful. Or I could lend my knowledge to them.
Even cold-blooded killers only kill themselves if they are overly abusive of those who provide them with the necessities they need, such as food. So a nice synergy could arise from that. And I'd rather have the choice of choosing my personal dictator than having it forced on me and everyone else.