That a state like Massachusetts would vote in a Republican senator is indeed quite a story. When you consider Republican Chris Christie's win in New Jersey last November, this portends quite a wave of rejection for the Democrats. What I find interesting is that it took 6 years of concerted malfeasance in government for the Republicans to finally face the voters' ire, while it took only months for them to turn on the Democrats. I think what the Democrats do is so much more up-front annoying, as opposed to the Republicans who fail on a truly grand scale, but the failure develops only slowly and is difficult for voters to discern early on.
With Democrats, it's the constant, knee-jerk catering to minorities and deadbeats, Obama's non-stop parade of diversity in his appointments, the outrageous spending on clearly unproductive enterprises, the refusal to even pretend to take the threat of Islamic terror seriously unless forced to by public opinion.
And then the choice of the big issues to fight about. Health care reform means one thing to the voter: I want all the health care I need and I don't want to pay for it. Now how do you deliver
that? When do you spring it on them that, oh no, this isn't about
you getting something, this is about you paying for someone
else to get something. Not such an easy sell, after all (except for those voters who don't have access to insurance and cant' afford it - but they're the minority of voters and typically vote less)*.
In contrast, Bush gave us a fun war with a real unpleasant enemy. It took awhile for reality to set in, but it takes a lot to change people's minds because no one likes to admit to being wrong. He also gave us unlimited credit with infinite exponential increases in home values. The obvious problem there isn't so obvious if you don't understand exponents, and the problem took a few years to finally kick in (however brutally it kicked in when it did).
So you see, the Republicans' approach to bad government is more conducive to staying in power for a few years than the Democrats'.
* I assume a single-payer system test markets really poorly in focus groups and private polling. This would seem to be the ideal solution for small business owners and the self-employed who are often Republican-leaning leaders at the local level - the type who could help push such a system along. But only the most radical politicians seem to support it.