It depends.
First, unless you are aiming for a military win, you should not get into this situation in the first place. Sue for peace if WW is too high (>50%), and strike back in 20 turns if you like.
Second, if you want to continue the war, and you are now in a domination phase, Communism is probably the best if you already have a lot of cities. In my last game my net income raised ~400gpt after switching from Democrary to Communism, even without a SPHQ.
Third, if you are a religious civ, you have more choices. You could switch to Communism and switch back to Democrary after the war is ended.
AI will always switch to Facism. I haven't tried that myself, but it loses pops in every city once you do that. Unless you want to stay there forever, not a smart thing to do. I am not sure which is better - Comminusm or Facism. Anyone has any experience?