The government structure around the world is different for different reasons. There are histories involved for such countries and are multiple reasons for such format of government. You can see countries were still King and its people is followed. There is no voice of people but only of the one person. Some called it dictatorship which needs to be evaluated before using such words. Then there is a government which is communist where people have less right comparatively more right than the King rule. The government decide many rules pertaining to the citizens and there are very few communist countries left major one being Russia and China.
The most important and lovable form of government is the democracy. Democracy gives the right to the people to elect their own representative through fair-medium. Maximum government around the world is a democratic one. However saying that Democratic government is best would be running to the result set fast. There are instances in Democracy where thoughts are manipulated so that people feel sympathy for one particular group. An article on Foundation for Defense of Democraices summarizes the pattern correctly.
If it comes to living in countries it depends on the government/head of the society. There are countries like Bhutan who are doing wonders under King Rule. Then there are some countries like South Korea where Dictatorship has become a blunder. Thus, in short, all this makes a democracy more of a good government amongst all. If you read Foundation for Defense of Democracies this idea would be again challenged for its form. In all government, it depends on the intent how honestly they want their country to improve and rise from the ground to highest point. If the intent is there the be it communist, dictatorship or democracy all will be best.