It would depend on how Wikileaks designed their AWS infrastructure. Amazon's policies are specific to the territory in which they operate. They obey the local laws for the data they will store on their hardware and will only comply with local laws. For example, if you provision your services in the EU-Ireland region, it is governed by the laws of the EU, not by the United States. That being said, I don't know the specifics of the laws with regards to each of the different AWS regions.
The US has a massive commercial advantage because its laws, while not better per se, are at least uniform.
Also, European national states are mostly too weak to have any influence in the global problems of the 21st century. A smaller share of a larger (power) pie would still be an improvement.
Economically, it would be an improvement. But look at laws like the data retention law that forces ISPs to keep access logs on all their users. The EU is also highly undemocratic, or at least very indirectly democratic.
First install a working democratic process, then get more power. Not the other way around "lets give them insane power and then they will surely be nice to us and give us a good democratic process" as many people seem to want.
Also I'm not even sure that if there were a good democracy that I'd want to give e.g. Italians the power to vote on what happens to me, given that they elect and keep electing Berlusconi.
Meh, the Netherlands went further than the EU requirements on data retention. Yes, that's stupid, but...
And yes, creating a "EU government" is almost certainly even harder than it appears. The current system seems to combine the speed of a multi-country democracy with the legitimacy of a multi-country oligarchy (of elected ministers, but still).
The EU issues Regulations, which have immediate effect in member states, and Directives, which member states are required to implement in national law, so it's not too far wrong to talk about EU law. http://en.wikipedia.org/wiki/European_Union_law
Yeah, I know. You should also mention the European Court of Human Rights, whose decisions override national courts (of course, the decision is usually "this case not is our job, go with whatever the national court told you".)