Look at it this way. I have $100. I can either spend all of that $100 on stuff that makes me happy, or I can give half of it to the government which will spend most of it on stuff like schools that my kids won't go to, roads I won't drive on, charity (welfare) for people I don't even know. They're wasting all of my money on stuff that doesn't directly make me happy!

No matter how well a government is run, there will always be people who complain about it, and not without cause.

Of course the alternative (extreme libertarianism) ends up being worse in pretty much every way, but in that case it is the world that is shitty, not some big government.