Depends on the research. More efficient energy resources research? Good. More efficient weapons of mass destruction research? Not good. Better medical research to cure currently incurable diseases? Good. Research into biological weapons? Not good.
The problem with a lot of scientific research is that almost everything can be turned to a bad purpose. We trust our governments to have the people's best interests at heart, but those are not the only things the government is concerned about. Why is the government interested in your desire to create miniature black holes so you can try to find out what's inside? Why would they want you to prove that the universe was not created by some higher power?
I'm not saying the government is bad or that they shouldn't fund scientific research. I'm just saying that people should think about the impact such research will have, both the good effects and the bad ones.