Throughout time, many nations have had different governments, but democracy has come out ahead. If you compare democratic governments to non-democratic, governments have had a very long lifespan. There have also been a lot less internal conflict within the countries, because if the leader is not liked he will be voted out instead of there being a war for a change of power.
The best form of government depends a lot on the the people and state being governed. In a unified and developed nation with a high degree of education, democracy has generally proven to be the best government. In a country that is highly fractured along religious and ethnic lines and/or where literacy an education are low, democracy can be disastrous. I think history has generally proven this.