The problem with a united Europe is that same old chestnut, disagreement. Europe cant agree on the colour of green. Old rivalries still dominate, most of what Britain wants, France will oppose, Germany-Poland, and as for Turkey wanting in the EU, Screw that!!!
There are other problems too, although most of Europe has adopted the Euro, 1/4 still haven't, theres also the problems of what will the heads of state represent? Most nations are unwilling to dispand the Royal families after hundreds if not thousands of years of traditions.
The current system is good for now, at least its a step forward from feuding states, we can now talk, even if no one listens. The military and economic unions could be a good idea, as long as responsibility, work load and wealth is distributed evenly across the board. Military union might work better, as the success of NATO over the years to co-operate and take on responisibilities is a clear sign that we can work in union.