Yep, when Picard and Data went to Romulus he said something about how the Romulan citizens envied the freedoms of those outside the Empire. There's also the Tal Shiar and how the military and common folk are in fear/contempt of them.
I wonder what life is like for the average Cardassian.
The average Cardassian is secure and comfortable, knowing he or she is safe from traitors and aliens thanks to the strength of Central Command and the ever-watching eyes of the Obsidian Order. He or she knows obedience and loyalty keep Cardassia strong, and that without the military expansion his or her family would be starving. He or she is always careful not to challenge the ideological status quo, but since he or she has been raised to believe the state is benevolent, all-knowing and harsh but necessarily so, this poses no real problem. Even though some Cardassians certainly have issues with the government, most likely keep it to themselves. Cardassians enjoy a reasonable standard of living, particularly compared to pre-expansionist times. This is all pre-Dominion occupation, of course.