Down Histologion way, Talos has a great quotation from Eric Hobsbawm about the difficulties associated with "exporting democracy," as so many people like to call it. The core of Professor Hobsbawm's critique seems to be that powerful states do not take major decisions in a democratic manner themselves, plus that what is sent abroad as democracy is often just attractive packaging for states advancing their self-interest in the context of power politics.
The war in Iraq could be used as an example, although it would be easy to challenge the notion that that the US or UK derives any benefit from that fiasco. Outside of a few small groups which have derived financial benefit -- but that is not just conspiracy theory, it is the problem with contemporary democracy generally. Look at surveys in any democratic state, or the Eurobarometer, and you will find high levels of discomfort in established democratic states. Most of it is derived from alienation from institutions, which are seen as dominated by powerful interests and nonrepresentative.
In the EU candidate countries or the countries that would like to be candidates, the problem is magnified by weak credibility of the new elites, and also by the feeling that "democracy" is being imposed as a set of demands from above. Europeans and Americans might be surprised that not everyone is so sure that their empire is necessarily more attractive than the Soviet one. What keeps the "transition" process going is that there is also very little nostalgia for the old authoritarianism or aspiration toward a new one in most places. This is a precarious foundation, and marginality, poverty and unemployment whack their hammers at it every day.