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Madison and the Founders felt that the legislative branch was the most important because it was the one that most directly represented the people and it was the one that was least likely to become despotic. These things, added to the fact that it was the only branch that could proactively make laws, made it the first (most important) branch.
To begin with, the legislative branch has the most actual power given to it by the Constitution. It is this branch that can propose and pass laws. Of course, the laws must be signed by the president (with the exception of laws that are passed after a veto is overridden or which the president allows to become law without being signed). However, it is only the Congress that can actually create a law. This makes it more important than other branches.
To the Founders, it was also important that the government should be of the people but should also be prevented from acting despotically. The Congress was the branch that was most directly representative of the people. In addition, its large number of members and its bicameral nature made it less likely to act rapidly and unanimously to oppress the people. A powerful president or judiciary could act much more quickly in an oppressive way. Therefore, Congress seemed both more democratic and safer to Madison and the other Founders.
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