Tobain, how can you see the Klingons joining the Federation? Besides if they did they would lose all the possable resources they had from their client states.
As far Federation member worlds having their own defense fleet's or ground forces, I'd say with out a doubt yes. Think of them as some form of reserve or national guard to aid Starfleet in desperate times of war, criminal activity, or just a helping hand in say a charting or rescue mission.
Now I sure there are Fed worlds that do not have a defense force, Earth comes to mind. I have never heard of any forces other than Starfleet defending the Sol System. There has been canon mention of a Vulcan scientific fleet in DS9, so why not an Andorian Defense Fleet or a Tellerite fleet, etc.
Phoenix...
"I'm not saying there should be capital punishment for stupidity,
but maybe we should just remove all the safety lables and let nature take it's course"
"A Place For Everything & Nothing In It's Place"