But there is a big difference between a supreme being having authority over the things he created and men who were created equal to other men claiming the authority to rule over each other.

Very good point. This passage detailing the people of Israel's desire for a king seems to me to be the foundational verse for the Christian anarchist argument. It establishes God's original intention for his people, to be governed by his law, not by man. In Christ, the law is written on the heart, which I believe is the prerequisite to anarchists ever getting their wish of a utopian society. The heart must be changed.

Which brings us to the ultimate reason man is unqualified to rule over other men and why God has the right to be king: man is at the core sinful and selfish and therefore authority has a corrupting influence; God is perfectly benevolent and can be trusted to rule, always with humanity's best interests in mind. Besides, as you said, he is the creator, which alone makes him worthy.