I think you've asked an extremely important question, one which has divided people since the dawn of time. Hell, the movie series "X-men" comes to mind, where Xavier and Magneto agree on ideas / theory, but disagree on the means of getting there.
My take is that it really depends on the situation. However, I assume that you have today's economic / political environment in mind. To that end, I would argue that violence would not simply be futile, but counter-productive to the cause of liberty. The reason is simple, and very well explained by Ron Paul in his farewell speech: America's government today reflects the morality of the people.
Any violent move against the government would be like cutting the head of a hydra: three more would grow back. Because it is not just a handful of politicians that are corrupt, but the entire system: the financial institutions, the pharmaceutical companies, the military industrial complex, the media organizations, etc... down to the average Joe watching Bill O'Reilly or Rachel Maddow, cheering on the death of Yemenese children or voting himself more food stamps.
Any positive change to a system so ubiquitously corrupt must start from the inside - with the populace itself and their deep-held beliefs. This is what the good Doctor has advocated for decades; the fight for liberty is not a battle to be won in Washington DC, but a battle of ideas to be won in living rooms and sports bars.
The good news is that we have history, truth and reason on our side. And we have an idea. An idea so infectious, so dominant, that once it takes hold of a person's mind it remains there forever. For once a person learns of liberty, once they crawl out of the cave and see the sunlight, there is no going back. And that, my friend, is more powerful than any gun.