I hate to use the U.S. as an example, because we have at least as many problems as Europe does, but the fact is that the military option is  indeed something you need to maintain a federal system. There are plenty of examples of this in our history, starting with the initial problems with South Carolina.

http://en.wikipedia.org/wiki/Nullification_Crisis

Then the discussion continued to the Civil war, prohibition, the civil rights era, and up to now, even, with plenty of states wanting to take over certain federal responsibilities. It's a tough deal, but a practical federal system--at least one based on the U.S. model--has to have the power to enforce federal laws. Up to now, the E.U. has not confronted that point.

Here's an amusing picture of George Wallace trying to stand up for states' rights.