Frankly, the military could be run better by the private sector. And, unlike you, I have lots of experience with the military. But it turns out to be one of the VERY few things the fed is supposed to be doing, so I give them a pass on it.
As far as the DoE (yeah, both of them), HHS, etc, no. They should be shut down.
The fed is a somewhat necessary evil. But I bet the fifty (did I count wrong ?) states could survive without it far better then the fed could survive without the states.