Whatever puts bread on the table.
I think it was Benjamin Franklin… Wait, let me consult the Book of Knowledge… Nope, John Adams said that democracy is the tyranny of the majority. Simplified, a decision made by 51% of the population can dictate how the other 49% of the people will be governed. And if a democratic vote was all that was needed, we would quickly discover how miserable democracy can be. That is why constitutions exist to temper abuse of the majority on individuals and minorities. Pure democracy without restrictions is as dangerous as any of the many “dictatorial” forms of government. So if you think that democracy IS the right answer, you need to ask what kind of democracy you were willing to suffer with.
That said, in my opinion, the problem is neither democracy or capitalism, nor is the answer found in one or the other. The problem is corruption. Corrupt governments, even democratic ones, are as much of a problem as a corrupt dictator. And it is corrupt CEO’s and union leaders that give capitalism a black eye, not capitalism itself.
And I think that if you had a family to care for your choice would be much simpler. If your democracy fails to give you an environment to provide for your children a better life than you presently have (denies you the ability to progress), you would be willing to set your democratic idealisms aside so long as you can put bread on the table and gives you the opportunity to put better bread on a nicer table in the future.