Remember when we had Democrats in the White House?
We saw a balanced budget and a foreign policy so bereft of high-minded ideals and platitudes that you'd almost think that must be President Goldwater sitting in the Oval Office. That was President Clinton, though—under whose steady hand we saw the size of government actually shrink, by the way.
Once we got George W. Bush in office, we saw deficit spending skyrocket, a push for pointless foreign military adventures, state promotion of Christianity and an expansion of the size of government that would make Lyndon Johnson blush (but not Ronald Reagan!)
The Democratic Party has become what the Republican Party used to be, back in the days of Nelson Rockefeller, having embraced a level-headed attitude toward foreign policy and having adopted a belief that spending should be kept under control, and advancing the idea that a bigger government isn't always a better one. The Republican Party, which was unabashedly pro-big government back in the days of President McKinley, has come back to its roots. You want small government? The Democratic Party's for you. If you like big government, then the Grand Old Party's for you, big spender. You might want to dust off McKinley's famous barb lobbed at small-government Democrats: "These Democrats would reduce the federal government to a town meeting!"
You can always stick with the Republicans, dude. And if you some day make it to the top one percent of American incomes, then it'll pay off (unless you're already there.) Otherwise, well... you'll just have to learn to enjoy a lack of social services and your children having to learn Bible verses in school, among other such joys. But don't worry: we Democrats will be suffering right along with you, so you won't be alone.