I agree that governments could be better at monopoly busting and that a wide variety of choice is better (here in Belgium there are enough different parties (the Greens, the Socialists, the Labour Party, the Christian Democrats, the Liberals, some right wing parties,...) that it seems to work okay, but I gather that elsewhere there's a dearth of choice).

The biggest problem with 'voting with my wallet' is that it means we get the bad old democracy back: the poor don't get to vote, the rich get to vote more. That may have been good enough a few centuries ago, but nowadays we have universal suffrage and I think we can all agree that's better. I know in the USA there's been some back and forth about it regarding voter ID laws (getting an ID costs money so it penalizes the poor) and the fact that people who can only vote by going to the poll office may get penalized by their employers (who can dock wages for the time the employee spent not working); but technically there is universal suffrage and it's better than what came before.