I've always taken the view that my government has a responsibility to protect me from everyone except myself. From that viewpoint I'll throw my two-pennorth in on the trhee main discussion points (which, strangely, no longer includes immigration)

1. Talking on mobile phones in cars - hell yes we need legislation. That can lead someone else to kill me and I see nothing in the private markets that would lead manufacturers to pursue a solution without legislation.
2. Smoking in bars/restaurants - I'd like to leave this to the market but the evidence shows it just doesn't work. Before smoking bans were introduced I wasn't aware of a single bar or restaurant that banned smoking in my city. I suspect this is to do with the nature of addiction combined with the social nature of those outlets. If me and six of my freinds are planning to go out and just one of us smokes we will go to a smoking venue because his addiction will mean he insists on it. That means there is a much bigger market for a smoking venue than for a non-smoking venue, even if that market is made up mostly of non-smokers.
3. Legislating banks - Yes we need legislation. Banks are businesses and businesses are not motivated by the public good, they are motivated solely by profit. The public good is often a means to an end because it tends to attract business (and the private market works well as its own arbiter when the two naturally align) but it is never the end in and of itself. Given the impact a banks failure can have on the wider public it is simply too risky to leave unregulated. How you frame and implement that legislation is a massivle complex question that I wouldn't even try to answer.



On the whole 'Mexico was nicked' thing: yes, historically it was. However, after a couple of hundred years, anyone trying to protest that it should be given back is like us Brits trying to demand Calais and Aquitaine back from the French.