I think if the EU becomes a super-nation then many powers should be retained by the individual states. For example taxation, spending etc. Realistically only Eurozone nations can become united as you can't run a nation with multiple currencies. Debt would also have to be centralised for the same reason.
Ultimately the most crucial aspect would be to establish the EU Parliament as the sovereign EU institution and remove things like the Council of Europe, the European council (they are different), the Council of Ministers and the Commission. Also the EU would have to stop pandering so much to the national interests of the few. The French have a ridiculously unfair amount of influence in Europe, from the Common Agricultural Policy to having 2 parliament buildings that the MEPs have to shuttle between for no reason whatsoever.
Ultimately though a proper united EU will eventually solve the problem of Europe collectively being a huge power but due to being splintered into many nations, it is practically ignored. To put things in perspective, it has a larger economy than the USA if you treat it as one country. You wouldn't have guessed from the little influence it has in the world.
I should think that it would be best to keep the union subdivided into multiple provinces, as you could have a layer of government devoted specifically to regional concerns. If you didn't, then the central government would have to make all the decisions for the nation in its entirety. They might not be as well informed on the issues as local politicians, and to have to make those extra decisions would put undue strain on their resources. Surely it's best to delegate some degree of authority to regional governments, who are in turn governed by the central government.
Europe isn't going to be a superpower the coming century. Sure, it will be a top seven world player, but one of the lesser ones. Our population is getting older, we don't have that much raw materials and we are not willing to use force in politics. On the other hand we still will be rather wealthy with good life expectancy IF we manage economic and political stability (which I am pretty optimistic about, actually).