I saw the leaked S05E02 of Game of Thrones & I will keep this question as spoiler free as I can. This is also a spoiler for the third book, A Storm of Swords.
In the episode, a new Lord Commander of The Night's Watch is appointed after the death of Joer Mormont. But to my surprise, the appointment takes place not from the direct orders of the King(Tommen or Stannis, your pick) but through a truly democratic process. Yes, elections, where anybody can stand for the post & only the members of the Night's Watch gets to vote.
So, the question, Why is The Wall the only Democracy in an otherwise Westerosi Monarchy? Army is the last place you expected to find a true democracy.
Is it just a happenstance because Stannis has claimed The Wall or is the practice followed through the ages?