What I've never understood about Conservatives

I've never understood how conservatives can be anti-government, but also be for government intervention in regards to abortion, prostitution, gay/lesbian marriage/civil unions, video and movie ratings, marijuana, and etcetera.

Of course liberals aren't necessarily pushing hard for some of these, but see a benefit to government that doesn't include making the above illegal (and enforcing those laws) and building up the miltary.

Maybe it's the fact that some people are for legalizing and then taxing some of those items, and they're anti-new taxes?