Here in Australia, the financial year runs from July to June. Tax returns must generally be filed by the end of October or so, either through filling out the paper form with the aid of the 200-odd page TaxPack manual, or doing it online with their proprietary Windows-only software. The exact complexity of return forms depends on whether you qualify for a short return form, the normal return form, or in my case, the normal return form plus supplementary forms.
Taxes here are often called high, but apparently we're quite low compared to many parts of the OECD. Income tax ranges from zero when you earn $180,000. The average is something like 30% or so I think.
Other than income tax, we have a Goods and Services Tax (otherwise known as a VAT) on mostly everything, which is 10%. This is applied federally, and the revenue is paid by the feds to the state governments. We've also got a Medicare levy and Medicare levy surcharge which is administered on top of your income tax for certain people depending on income and health insurance status, and there's a few other taxes on various things as well.
I don't generally think we're taxed too high - the revenue is needed to fund our health and welfare systems. That said, our state governments are pathetic when it comes to service delivery and there's proposals for federal takeovers of hospitals and things like that which I hope will make things more efficient.
As for myself, I'm a student who merely has complex tax affairs due to a combination of welfare payments and self-employment, so I pay no tax at all, get no tax refund, and still have to fill out supplement business forms. :/