One of the hidden costs of government is opportunity costs. That is, money spent on government can't be spent elsewhere. Money taken from you means you can't invest that money in your own future. Just as when a politician shows you a warship or a person who has benefited from taxpayer money, they can't show you the people (or won't show you) that have been unable to pursue their dreams because of the cost of government.
This site lets you calculate how much government will REALLY cost you over time.