There's voting with your wallet and voting with your, well, vote.

In some sense a democracy is also a market and can lead to efficient allocation of resources, particularly common resources for common good.

This is why public utilities tend to work so well in practice. People, especially in the US, don't seem to realise that such services are also subject to strong market forces, just a different kind of market.

Voters care a lot about good public services, and they also care a lot about not getting taxed much. This can lead to very efficient outcomes in well functioning democracies, often more efficient than those that come out of private enterprise, when it comes to services that most of the population needs.