In democracy everyone has a say. This is good. In democracy , the peoples opinion makes the decisions. Why should we take away that right. These people should have the right to make their own decisions, the government can't just take over their lives.
Also in democracy the government is a lot less likely to make a mistake, because of how many people have to think about it and agree with it. In dictatorship decisions can be made without thought. Can really trust one person to make every decision for you? No you can't. Also if the dictator makes one wrong decision, then a whole lot of people must suffer. Just because it's efficient doesn't mean it's better, it is actually a lot more risky. So that's why democracy is better.
Something tells me you are from the US or possibly Britain. There are multiple levels of freedom. Pure democracy is direct rule by the people. Autocracy is rule by a dictator, if you would. Autocrats could be hereditary (kings), military leaders (Qadaffi, Caesar), or political leaders (usually communist, elected by politburo). There can be overlap. For instance, North Korea is considered a communist dictatorship, though there have been three generations of the same family in power. In between, there is representative democracy. Representative democracy can come in two flavours: a republic with an elected head of state or a monarch head of state. To complicate matters, both can be further divided into executive (president/king is both head of state and of govt) and parliamentary (president/king is head of state only), the latter providing more safeguards when used properly. In the US, corporations and monied interest have essentially purchased our democracy, pushing it towards a plutocracy - rule by the rich. In Ancient Greece, sortation (lottery) was used to select people to public office as they viewed elections as corrupt and leading towards plutocracy. In modern times, many representative democracies developed safeguards that would allow people to choose their representatives with less power from the plutocracy, including proportional representation, independent election commission, public political financing, and limits to campaign financing.
On the notion of efficiency - yes, dictatorships are more efficient. However, efficiency is not justification enough to enact. In democracies, you are free to protest against gay marriage and such, but in dictatorships, you could face jail time or death. Being that the majority of people, through their representatives, must support a law to pass it, more people will follow the law, not for fear of punishment from leader, but from the understanding of legitimacy.
Dictatorship could be better than democracy. If we could get an uncorrupted version of each, where the dictatorship was run by a single fair person who could make right decisions and knew what was best for the people, and then we compared it to where the people decided, I think the dictatorship would be better. I disagree with the examples of dictatorship in human history where human rights have been taken away and the rulers have been oppressive, but I also disagree with what is happening in the countries ruled by democracy today. In our "democracy" today, there is euthanasia, there is abortion up to third trimester, there is drugs, underage sex, gay marriage, alcohol, legal prostitution, animal abuse being taken more seriously than domestic violence, there is rape and murder and theft. This is what happens when the people get to decide how they want their country. This world is going to hell in a handcart and no one seems to care.
Democracy has been attempted throughout history and it is still failing today. William Golding said, "The shape of society must depend on the ethical nature of the individual and not on any political system, however apparently logical or respectable". If we could have it all just depend on one person, then the only thing that would affect the shape of society would be the nature of that person. If we could find someone responsible, someone intelligent and level headed, who wouldn't be caught up in the idea of absolute power, we might have a chance.
Not so likely to happen, is it?
When people hear the word dictator, they think Hitler, Stalin, and Mao Zedong. Unfortunately, in the last century we haven't truly seen a benevolent dictator. Yet, that does not mean they don't exist. Look at King Akbar the Great, and King Alfred the Great. Their duty was to the people, it was their sole purpose in life. They were true leaders. The people are not always right, we elected Bush as president, TWICE! Now people are in debt, out of jobs, and some on the streets. Not every should have a say, because what they say is for the benefit for themselves, not the country, and not the people. Sure there are some in the crowd who have honest intentions, but can you say that about the rest? We need a benevolent dictator, be open minded. Rather than thinking about Hitler, think about King Akbar. Democracy is not bad, but it's not that great either. Governors, secretaries, and president's have their own agenda. What policy works for them? We are ruled by companies, the laws we vote for can be vetoed. You think we are in charge? Democracy is an idea that has yet to be fully followed, and I doubt it ever will.