Everything you do costs money. Your right to life? You still have to pay for food, water, sanitation, medical costs, etc. Your taxes pay for your right to vote.
BTW, the right to bear arms is not an unalienable right, but rather is an inalienable right... The difference being that an unalienable right is a right that cannot be taken away from an individual while an inalienable right is one that may be given to someone (or something) else. An easy way to distinguish the difference is whether a right is unalienable or inalienable is whether the right is something innate that cannot be transferred vs something that is more of a man-made construct: a "natural right" is unalienable whereas a "legal right" is inalienable. When you are born, you are given the gift of life, and that right cannot be given to someone else; no one (even your own mother) can breathe for you, pump your blood, etc. On the other hand, the right to self-protection may be given to another individual with that person's consent (ie hiring a body guard, paying taxes for a police department and military, etc) and so it is considered to be an inalieanable right. And with inalienable rights, although you may transfer those rights to some other entity, you may choose not do so completely. So while I cede some of my rights to self-protection to the government, I still may retain my own rights to keep and bear arms in the event that the government is unable to protect my life (eg I can still protect my life if someone breaks into my house and want to murder me).
Finally, a privilege is something that is granted to you by some other entity. Usually this is granted based upon some person's responsibility being established about that action. Your ability to drive is a privilege in that the government bestows a license to an individual for using public roads predicated on the fact that you've demonstrated your responsibility to follow traffic laws by passing a driver's test. Basically a privilege (in the legal sense) is a benefit that is given to the individual by the government based on terms and conditions set forth by the government.