There are well-used tax money, then there are stupidly burned tax money on ie buying favors of some part of population before elections, financing blindly without any checks social security programs that get abused to no end, or simply plain old corruption.
I love bringing Switzerland up to annoy most of western/northern Europeans since their success is so obvious and undeniable while going in very different direction than most of Europe. Low to low-medium taxes, yet state budgets are frequently in positive numbers, there is no end to money spend on infra projects, train infra, but also rather strong social programs (just not ridiculously bad as mentioned above), top notch free healthcare and education. VAT taxes are 2-8% instead of 20-23% in all countries around. Country simply works(TM) because population is not hard comfort-zone-addicted and entitled bunch of spoiled whiny kids, they work relatively hard and it brings results, consistently and long term. They don't work more than americans nor asians, but thats enough for their prosperity.
Do you think lets say a heavy tax burden in say Italy, or even France (not even going more into southern or eastern EU since that would be a small book) is really used well and efficiently? I visit those places frequently and it certainly doesn't seem that way. Random examples - Italy has garbage everywhere, people drive to highway stops to drop it there (so the wind blows it all around). Infrastructure seems like from 80s, with added age. From people dealing with bureaucracy there - its stuck in 19th century, direct approach will get you often nowhere. France - most communist state in western Europe, heck in all Europe, sans Belarus maybe. Yet if you talk to people, they are constantly pissed off at government, never happy with society or state they live in. I don't blame them, listening to French colleagues complain is often rather sad experience. Not something you read in travel guides, do you.