I feel the same, but in the South African context, it's slightly different.
The majority of the social law is where it should be or is heading that way in parliament working-group-led reform. And a number of strategic Constitutional Court challenges are going the right way (specifically w.r.t. equal protection of same-sex couples, same-sex marriage, adoption, and so forth).
So, on the social side, I'm happy with the ANC government (which I voted for, after all).
However, when it comes to certain economic areas, such as parastatal or other monopolies, implementation issues (including fighting out the much-publicised but generally inevitable government corruption), they're behind. But they're heading roughly the right way, slowly.
But, I just can't think of any group of politicians from any of the other parties who would be able to do it consistently faster, and who wouldn't try (for example) get back the death penalty for an extra few percentage point of votes.
So, I choose the best of the available options, so that those worse don't start a slide backwards. From what I've seen of US politics, the slide backwards seems to lie in another term for Bush.