One thing I noticed looking back at notable leaders that were overthrown with the help of western powers in the Cold War is that they came to power mostly democratically such as Allende in Chile, Mosaddegh in Iran, and Lumumba in the DRC.
Were they the exception or the norm and were there difference between British, French, and Spanish colonies in this regard?
[...] Were they the exception or the norm and were there difference between British, French, and Spanish colonies in this regard? [...]
In our case that seemed to be the norm, sadly.
[...] were there difference between British, French, and Spanish colonies in this regard?
I can only give you an insight into former Italian colonies which have quite a bad record. To be fair, though, since the end of WW2 we had little influence over these lands and most of that record is due to later events.
Eritrea: first colonised in 1882. Occupied by the British in 1942, formally lost by Italy in 1947 and then federated with Ethiopia in 1952; it gained independence in 1993, and since then it's got a human rights record worthy of North Korea, thanks to its first (and only) president, Isaias Afewerki.
Somalia: an Italian colony between 1890 and 1947, then a UN Trusteeship administered by Italy from 1949 to July 1, 1960 when it was merged with British Somaliland to form the country we know today. At first relatively prosperous and democratic, it undertook an healthy change of leadership in 1969 when Mohammed Siad Barre took power with the placet of the Soviet Union. He ruled until 1991, leaving Somalia the human rights mess we know today; religious strifes and piracy are also grave concerns.
Libya: gained by the Italians after defeating the Ottoman Empire during the Italo-Turkish war of 1911. A large revolt soon broke out and actual control of the country was re-established, albeit with brutal (even by the time's standards) means in 1921; as a political entity, Libya was first created in 1934 and was home to almost 110,000 colonists, whose descendants were expelled in 1970; partitioned between the French, British and Americans, it was lost in 1947; it formally gained independence in 1951. In 1969 Muhammad Gheddafi overthrew King Idris and ruled until 2011. The country's currently embroiled in a civil war.
Ethiopia: briefly an Italian colony from its conquest in 1936 to 1941. Hailé Selassié regained control of his Empire but was deposed by a coup in 1974. The USSR-backed Derg (junta) fell in 1991, the former province of Eritrea seceded after a long war in 1993 and the country is nowadays relatively stable.