Democracy is a curse, but unfortunately so is dictatorship. Democracy is, unfortunately all we have to keep the leaders from gaining too much power, but there are many flaws, as well...
For example. In the Netherlands, thanks to democracy the A4 motorway has been on hold for 60 years. Many parties wanted that motorway, and environmentalists were constantly making one go to court after another. In a dictatorship that motorway would either already have been completed or be cancelled, but not be on hold for that long. Lack of power to decide things is therefore an issue.
Also people had demanded a referendum about the EU supporting Greece when they were in big financial trouble, as the Greeks were responsible for their own mess (well, they did try to fraud things a little, so they had a point). Now the outcome of that referendum would have been a big "no" for supporting Greece, however if a country goes bankrupt, especially one that is a member of a big currency union, it could spell the bankruptcy of the entry world economy, not only the EU, but the US as well, and the rest of the world with them, the misery that would have brought us cannot be explained in a few words. WWIII is only a minor side-effect of that, I can tell ya... that big. This is not like voting for the location of a playground for children (as that is probably pretty safe), after all.
And don't forget, Adolph Hitler became leader of Germany through democracy. When people whine a bad leader must be respected because he's democratically chosen, I guess this fact makes it evident that that doesn't make you better or anything and that you shouldn't be able to be dismissed as leader.
So democracy is weak at best. At the same time... A dictatorship is the alternative and we all know what that brings us. Nobody who can criticize the grand leader is bound to get trouble over yourself. This is what brought Montesquieu to invent the separation of powers. This too is not ideal, but could at least remove the bad sides of both systems... a bit.... well, it should...