Does democratization lead to improved governance? This exploratory paper addresses this question with reference to a cross-section of sub-Saharan African countries using macro, micro and trend data. The results show an elective affinity between free elections and improved governance. But any democracy advantage is more apparent in relation to some dimensions governance than others. For example, while elections apparently boost the rule of law and control of corruption, they also seem to undercut the transparency of government procedures and the responsiveness of elected officials. To address the debate on causality, the paper compares governance performance before and after electoral alternations, both across countries and in one particular country (Mali). It concludes that, as a rule of thumb for policy sequencing, democracy promotion need not await the prior establishment of a rule of law.