There are doubts that Muqtada al Sadr has enough control over gunmen allegedly loyal to him. Gunfire and explosions can still be heard in Najaf, and Sadr has given no timetable for evacuation the shrine complex, and disarming his followers. Iraq, and most other Arab countries, have a serious problems with still robust tribal organizations, and the willingness of men to pick up guns and follow a tribal or religious leader, if the opportunity presents itself. For this reason, many Arabs, and Westerners, insist that only a "strong man" form of government (monarchy or dictatorship) will work in the Arab countries. Many Arabs agree, but most Iraqis do not. However, Iraq has to deal with a "armed tribes" problem before they can get their democracy working.
While most of the country has no security problems, areas where Sunni Arabs are a majority are still subject to a lot of gunmen driving around doing what they want. These guys are often caught by the police or troops (Iraqi or coalition), and usually lose the ensuing shoot out (if they are not able to get away successfully). Where more of this happens, there is less of this kind of activity. But it's a battle of numbers. The police and troops have to outnumber the local freelance or organized gunmen, and be capable to running regular patrols. If the police cannot run these patrols, and win shootouts with the local gunmen, then the bad guys simply take control. This often leads to turf battles between the gangs, because of disagreements over who controls what (for the purpose of committing crimes). Sadr's gangs, despite all his rhetoric about "liberating Iraq" were very unpopular because they demanded "voluntary contributions" of money and goods from the local population, "to support the revolution." In another telling trend, Arab media has taken to describing Sadr as similar to Saddam Hussein, in that both didn't know when to stop, and constantly overestimated their own power and popularity. Sadr is generally regarded as an an ambitious punk with more attitude than ability. Sadr isn't even a full member of the clergy, but is still, in effect, a religious student. He trades on his family connections to make himself appear far more able and important than he really is. And the media, and young guys with guns, eat it up.