The biggest advantage of being an EU member is the free trade.
The countries that are part of the European Union, or the so called Euro zone, all have open borders in economic sense. This means that all the exports and imports are moving freely between the member countries, the companies get a much larger market, and also there's the chance of expanding a business into the member countries.
This is of big benefit, economically, for every member country, and it is the biggest reason why most of the countries in Europe want to be members of the European Union, as it will help them significantly in their economic progress.