Do you think every service should have an Auxiliary where patriotic citizens can help out units?

Air Force = Civil Air Patrol
Navy = Merchant Marine
Coast Guard = USCG Auxiliary

The Army is supported by the Reserves. They are in turn augmented by the Guard. When the Guard deploys, they are back-filled to an extent by a state's Defense Force (where applicable). To me, that's an equivalent auxiliary.

LTC (Join to see), upon my retirement from the USAR in MAY98, I interviewed with the Tennessee State Guard, whose stated mission is as follows:
"The purpose of the Tennessee State Guard is to provide a professional complement of personnel to support the State mission of the Tennessee National Guard, by assisting the Tennessee Army National Guard as a force multiplier, and at the direction of the Adjutant General, to assist civil authorities with disaster relief, humanitarian causes, ceremonial service, religious and medical support for the well being and safety of the citizenry of Tennessee."
Perhaps my expectations were set too high, but I did not perceive the organization to be one where I wish to commit my resources and time. Perhaps the organization has improved, and I'm sure that they make worthy contributions, but it just wasn't apparent to me at the time.

http://www.tnmilitary.org/tennessee-state-guard.html

It is the very foundation of our Constitutional Militia system. Without it, you have nothing but eventual ruin. If you were a sufficient student of history you would already know this. We were warned of it by the founders. As we were patterned on the Roman republic. We share the same Achilles heel. And ONLY a strong militia could sustain us. The final stage of destruction is a lawless executive, without assassination of their subordinates. With that, the republic will endure.