Here's some info from The Straight Dope on how U.S. taxes (around 2000) compare to the rest of the world:
http://www.straightdope.com/columns/001201.html
I just can't muster up the strength to debate this, so I'll just say that in general, you pay for things one way or another, and who's to say that taxation isn't as good a way of doing it as any other, at least for some things.