Is it acceptable to start a militia?

It's something i've always wanted to do. Or at least be a member in one. But with all the events as of late, radicals seem to be giving any militia a bad name. Sort of like every militia is dedicated to the violent overthrow of the Obama administration. But that is not why i want to take part in oone. I want to be in one simply to protect my fellow man. We all know that sometimes police are not enough, as response time can get someone killed. what are your thoughts?