Disciples of Jesus are citizens of the kingdom of peace

Anabaptists have held that our citizenship in the Kingdom of Jesus Christ is our primary citizenship. Our ultimate loyalty and allegiance is to Jesus.
Matthew 6:24 - Jesus says "No one can serve two masters; for a slave will either hate the one and love the other, or be devoted to one and despise the other. You cannot serve God and wealth." (New Revised Standard)
Now the context of the verse is very clear. We cannot serve both our money and God, we have to choose. This message needs to be affirmed and taught in our churches. I wonder if I could stretch this verse to apply to more than just money. Jesus does say we cannot serve two masters. God can be our only master, to him and him alone do we give our loyalty and allegiance. Money is one of the masters that makes a claim for our lives. But what are some of the others masters? Addictions (food/drugs/alcohol/pornography), capitalism, democracy, freedom, security, family, possessions, governments, church...
Now when Anabaptists declared that they are citizens of the Kingdom of Jesus. They were making a political statement (not just a moral one). In a sense they were committing treason. They declared that they were not loyal to the government but that they were loyal to God. Now does the bible actually allow us to say this?
Romans 10:9 - Paul says "because if you confess with your lips that Jesus is lord and believe in your heart that God raised him from the dead, you will be saved." Confessing Jesus as lord is much more radical than is often believed. It is often believed that this simply means saying a prayer and asking Jesus into one's heart (not a bad thing but confessing Jesus as lord is much greater than that). Brian McLaren says, "Sometimes the Greek term kurios [Lord] simply means 'sir', but it is also the term used for the emperor. He is the ultimate 'sir', the ultimate authority, the king of kings, and the lord of all lords. The earliest confession of the earliest followers of Jesus - Jesus is Lord - was not in this light primarily a theological confession of Jesus' divinity, as many today assume; it was a very earthly declaration that Jesus, not Caesar, was the ultimate authority." ("Everything Must Change", page 98)
As an Anabaptist I say a hearty "Amen". Jesus is my ultimate authority.
Of course this raises the question. How as a follower Jesus am I to relate to my government? What is my responsibility to the government?