Except that polygamy has always existed in human societies, and continues to be socially and/or legally accepted many places in the world.

First of all, you don't even know what kind of anarchy I'm talking about. So don't just assume I'm some nutcase who loved Mad Max and thought it would be a great idea. The "people who have tried anarchy" that you are referring to? Yeah. Don't act like I don't know. People can do a lot of things and call it one thing but whether or not it's true is highly debatable (Doesn't China call itself communist?). There's a difference between philosophical Anarchy, or Anarcho-capitalism, or Libertarianism, and mafia-esque communities that have sprung up in the wake of war.

We've been doing it wrong for the past 10000 years? Well, can you honestly say that the world of today is a perfect place? Let's look at some of the things we can thank your friend, the government, for:
The Holocaust
Stalin's Purges
Mao's Purges
Unit 731
The atomic bombing of Hiroshima and Nagasaki
The crusades
The eradication and displacement of the native american people
The colonization of Africa and subsequent mistreatment of its people

I can go on, if you'd like?

Well, some of those I'd blame more on religion and, by extension, governments that were based on or actively influenced by religions.
But it does go to show that any grouping of people under any kind of authority - whether it be religious or political - has the potential to do horrible things. It's one of the reasons I dislike and inherently distrust organized religion but have no issue with personal religion/spirituality.

To say that the modern day conceptualization of government rights cannot be different than what came in the past because "[we] didn't just come along with the right answers all of a sudden" strikes me as incorrect relative to the way Western culture has advanced.  True representative democracy hasn't existed for much of history, yet a group of very scholarly individuals in the 18th century sat down and codified long-developing principals of government in a way that had never been done before.  In Western society, women have historically had far fewer rights than their male counterparts, yet today they have achieved near parity men (another aberration, historically speaking).  And don't even get me started on treatment of homosexuals in today's society as compared to historically.  Our society and culture are absolutely tied to and derived from that which came before, but to suggest a single idea is immutable because it hasn't been historically allowed (or that it would create anarchy) is just silly.

Lead Salad does raise a valid point in that just because polygamy might become legal hardly means people would rush out in droves to collect spouses, just as the same privilege being granted to gays isn't going to cause masses of otherwise heterosexual people to switch sides.  Ignoring for a moment all the historical and contemporary examples of polygamy existing and not causing the breakdown of society, many of the practical realities behind what may have been sound historical or evolutionary justifications for avoiding it simply don't exist today.  In the modern connected world, there's no reason to think an extremely large family with many children are going to marry and breed with each other.  The world population is going to continue to increase regardless of whether governments allow people to decide the manner of their unions, and that decreases "competition for sex."

Finally, the level of individual rights protection today exceeds anything in monarchies or authoritarian regimes of old, even the representative republic of the Romans on which much of the US was founded.  Other than outdated evolutionary arguments and jokes about pains in the ass, you haven't put forth any really compelling reason why individuals should be denied the right to marry as they see fit (as opposed to how you see fit).  Are fewer restrictions on individual rights like marriage and drug use taking steps towards "anarchy," as you say?  By definition, yes, but that doesn't mean that the answer is more restrictions, or insisting on the validity of curbing an individual's rights.  If I recall, interracial marriage and now gay marriage were/are criticized in much the same way...

I voted #1 before reading the last addon to #4... I believe people should be able to marry whoever, and how many ever.

What other people do is of no concern of mine unless it directly affects me.

You had mentioned several atrocities and contributed thier origin to modern government models.

Well, I decided to tackle this from a more modern perspective in hopes I can make a more compelling argument.   Nobody really else has taken a bite from your proposition...so I am doing this more to just humor you.   

One of my original points was a resource allocation and scarcity.  I will modernize this, but first lets just assume that Love isn't a factor...mostly because its subjective; additionaly lets not consider religious reasons for getting married.  I am going to use a male head of household example, not because the reverse isn't plausible, in-fact it would almost certainly exist if allowed, just given history and social organization, I think it more likely that the majority of these arrangements would involve men marrying multiple women.  Lets also assume that it has been legal for some time...50-100 years or so.  That way the implications are given time to "sink in" and actually manifest as well as for its popularity to increase through both polygamist families succeeding generations, and those people who just jump on board.

If you look at marriage as a contract, it makes sense that no individual would willingly enter into the agreement if they didn't believe that they were better off doing so.  That said, most women (following the assumptions previously outlined) would be inclined to enter into these relationships with men who have the financial means to actually support the additional burden of taking on multiple wives (marrying up, if you will).   To put in more plainly, a woman's preference would naturally be inclined to be the first wife.  In most families the first wife is going to have more influence over succeeding wives.  Therefore, for a woman to readily accept a second, third, or fourth position means they would still have to feel like the situation is better than  the one they COULD get as a first wife with joe-shmoe.  I.E. The guy has to have money/power/the means to provide her children or herself with a better life than she can get being married to one guy.  Usually these people are wealthy.

   There is already a significant disparity in wealth in the united states, as Dick is fond of pointing out.  Legalization of polygamy would enable wealthy men to support a significant amount of wives...the richest even building "harems" of wives.  This may reduce the ability of lower status/less financially sound men to acquire a good wife or , if polygamy really became popular, it could lead to some level of waiting until you are actually attractive enough financially.  It would almost certainly increase the perception of the inequality between the classes and lead to some social destabilization as have-not's see the rich not only having all the wealth..but now an abundance of women.  Anything that contributes to social instability is not in the best interest of that society, no?  Enter governments to protect.