It depends exactly where you live but generally it's to pay for things that your society has deemed to be better spent together. There is the obvious stuff like roads, schools, pensions, police, fire, health, prisons, court systems, bin collections etc. Then there is defence/war, immigration controls, overseas embassies, security services, postal services, plus regulations (health and safety, food standards, restaurants, barbers, doctors, dentists, construction, fire safety etc.) - somebody has to make the rules and check they're being followed. Often local property taxes are collected for local needs (e.g. police and education).

As much as it feels painful, you do benefit from a lot of collective activity that needs to be paid for.