I like this explanation on Pete Ashdown's website about why he's a Democrat:
When I first became politically aware, I asked my mother why she was a Democrat, when we were living in conservative Bountiful, Utah. She pulled a book down from the shelf and handed it to me. It was the biography of the LDS Church Apostle, Hugh B. Brown. In it, he answers the same question to his nephew with the answer, “I am a Democrat because I believe they are kinder to the poor.”
Our society is judged by how we treat the least of us and I too believe that the Democrats hold this ideal dear. I respect Republicans like Lincoln for his courage to eradicate slavery, Teddy Roosevelt for his protection of wild America and going against monopolies and trusts, and Eisenhower for his vision on education and infrastructure. If the Republican party espoused the ideals of Lincoln, T. Roosevelt, and Eisenhower, I would find more comfort in aligning myself with the Republicans. Instead I see actions that are not fiscally responsible, energy policy completely lacking of vision, and further invasions into personal privacy. That is not to say that Democrats haven’t signed off on many of these actions either. Both major parties have plenty to be ashamed of.
All in all, I find myself more closely aligned with Democrats, but wish we didn’t have a party system at all. I believe it prevents representatives from acting and thinking for their constituents’ best interests. Nevertheless, it’s what we’ve got and I don’t envision change from the two party system in my lifetime.