Here we are going to examine a narrow question that Sicko raises, that has been raised before and about which there will be a lot of dumb stuff written by the media pundits and said by politicians in regards to the question of the need for universal health care. The tendency will be to frame the question as a conflict between free market capitalism and socialism, with the idea being that a free market (being thought to be democratic) is essential to a free people, while socialism is an excess of government interference in the lives of people. Our Nation's Founders would shudder to hear such a weak and illogical proposition put forward, so lets see if we can see past the framing spin of those who don't want this examined too closely.
Here's John Maynard Keynes on an aspect of the subject: "Capitalism is the extraordinary belief that the nastiest of men, for the nastiest of reasons, will somehow work for the benefit of us all."
Free Market Capitalism (or laissez-faire capitalism,, see Milton Friedman's works) is a belief system, that is a kind of economic religion. In practice there is as little free market as possible, for between the monetary controls of the Federal Reserve (Central Banking), and the buying and selling of legislative influence in Washington D. C., the game is rigged from the beginning. In fact to frame the question as a matter of which economic religion one adheres to (free market capitalism or socialism), is to not notice what goes on in economic reality.
From the Founder's point of view, here are some better questions: What is the purpose of Government? What should be the relationship of the People and the Government? Granted we need social order, what does Government contribute to social order?
One of the agreed purposes of Government is to do things that the People need that they can't do well on their own. For example: run a war, build roads, run a post office, and so forth. So we start with a need of the People and see how best to satisfy that need.
What more primary need could a People have then health care. Can they provide that for themselves? Well, we can do preventative health care, but when we get sick and seriously ill (or suffer a trauma), we need many things we can't do by ourselves, and so the question is whether Government should provide for this need. In so-called socialist countries (for which we really mean all the Western Democracies except the USA), as the ability of medicine to help people with illness became more and more developed and complicated (extending our lives and making it possible for us to be more economically productive), the Government was asked to take on the task of providing us with these needs we could not meet as individuals.
Thus, as medical science conquered more and more territory for everyone's benefit during the 19th and 20th Centuries, a dialog arose in the Western Democracies as to how to provide for these increasingly costly needs, and a kind of theological war broke out over economic ideas (socialism vs. capitalism). We could also see it as a kind of experiment between the two approaches - which would work better?
Well, with Sicko the evidence is clearly in, and in the USA where the economic theology of free market capitalism is practiced, it is clear that the so-called free market did exactly what Keynes said it would - it benefited the nastiest of people for the nastiest of reasons all the while being presented as if it was going to benefit us all. When we ask the right question - is health care something we need government to do for us, or will free market capitalism do it better, the answer is clear from the experiment. Free market capitalism benefited the needs of those who want high salaries, profits and stock market goodies. It is really a parasitical relationship. We get ill, and the while the illness is depleting our life forces, unregulated businesses our sucking on our economic viability.
Don't be surprised though, when in spite of Sicko the public dialog stays locked in the false and illusory economic religion discussion and never gets down to the fundamentals of what services does a Government, which really only exists as a grant of power from the People, need to provide back to us for our health care (instead of subsidizing Corporations who prey on us from morning to night).

