I'll tell you why you want democracy. More to the point -- I'll tell you why governments want democracy, or the semblance thereof. Because throughout history, any government with a lick of sense (which is not to say all of them) had to consider whether or not the peasants were actually on board with the political program. Sometimes they were not. Sometimes the people in charge ignored this until the whole thing turned into a revolt, and then things got very messy for a while and there were fewer peasants to work the field for a while.
What Democracy does is give the government some actual data about how much of the country agrees with the current direction the government is taking. Or, if one wishes to shore up one's dictatorship, one can simply fake the numbers, proclaim the people all love the Fearless Leader, and use that for propaganda. Either way, it's much smoother than relying on reports from lying barons and fearful advisors.
On that note, I'll tell you why you want freedom of speech. It is not simply because regulating speech too closely is an administrative nightmare and an excuse for brutality. No, more than that it is a protection for the leader's advisors, who would otherwise fear to tell Fearless Leader the truth about whatever is going on, whether to fear for their jobs or their lives -- even when the truth is crucial. Do YOU want to tell the guy who just executed your predecessor that the Huns are literally at your doorstep? Didn't think so!
On that note, I will tell you why you want freedom of the press: it is so that news reporters can go and ferret out the truth, because one's advisors cannot know everything, and having the government and the people intervene in a small local injustice is much better than letting it grow into great injustice and great resenment.
Finally I will tell you why you want freedom of religion, and the strict separation of church and state: religion and politics ruin each other when they mix. Religion demands a strict code of conduct, where government and politics demand moral flexibility; a government strictly following religious precepts cannot do realpolitik and cannot protect its people from the ruthless machinations of foreign governments. This arrangement, with the government actually becoming morally inflexible, is a rare circumstance. More often it is the other way around, with the cynicism and hypocrisy and plotting of government ruining the religion -- as one may observe with Pope Alexander VI, Rodrigo Borgia, without a doubt the most cunning, ruthless, and ambitious...earthly representative of the infinitely merciful Lord of Heaven. Hm. There's a disconnect there.
As if that were not enough, there is the fact that when a religion acts as a government, anyone who defies the religion, even based upon their own conscience, becomes a traitor to the state. Such states wind up executing a lot of people who are doing nothing more than worshipping God the non-state-approved way. Roger Williams was right when he said that theocracies on a bad day produce rivers of blood.
Basically, these freedoms are not only a benefit for you, the individual: they are necessary to the proper function of an enduring government.