There are many kinds of governments that keep the power for themselves and relatively few that put much power in the "hands of the people." Monarchies and aristocracies, for example, keep power out of the hands of the people. The fact that the people had little power was why the French rebelled in 1789 and why the Russians rebelled in 1917. Ironically enough, the Russians got themselves another kind of government that keeps the power for itself. This form of government is totalitarianism. Communist states can be totalitarian as can fascist states. Even theocratic states (Iran approaches this at times) can be totalitarian. These are a few types of government that deny the people the right to hold power.
It might be more nearly correct to state that democracies in their several forms are the ONLY governments that allow ultimate power in the hands of the people; in fact the name implies as much. Dictatorships, autocracies, oligopolies, theocracies, etc. place power in the hands of the few, or a single person. Ironically, with the exception of some of the Greek City-States, democracy is historically an anomaly in governments. The common belief for many years was that the people were incapable of competently governing themselves. Alexander Hamilton, in a letter to Robert Morris commented:
It has been observed that a pure democracy if it were practicable would be the most perfect government. Experience has proved that no position is more false than this. The ancient democracies in which the people themselves deliberated never possessed one good feature of government. Their very character was tyranny; their figure deformity.
Thomas Jefferson similarly observed:
A democracy is nothing more than mob rule, where fifty-one percent of the people may take away the rights of the other forty-nine.
Contrary to the statement above, the French people did NOT rebel seeking to create a democracy, rather they rebelled for the denial of basic human rights, as stated in the Declaration of the Rights of Man.
With the more recent emphasis on human rights and dignity, democracies have become more prevalent; however this has not always been the case. Perhaps Winston Churchill said it best:
Democracy is the worst form of government, except for all the others.