while (state=democratic) { people decide }
A nation-state? Perhaps, if the people in EUrup start viewing themselves as EUrupeons. But that is not likely right now.
Supra-national things are defined by treaties between states. Ruling by treaty is a neat way of removing the power from the governmental structures that in a democracy is influenced by the peoples opinions, so we will not get a democratic supra-national thing as that is a contradiction in terms. (Barring re-definition of supra-national thing.)
So of your choices, we are left with a federal state if we want it to be democratic. A vote for PES is a vote for EPP! A vote for EPP is a vote for PES! Support the coalition, vote EPP-PES in 2009!