Well, as a Norwegian, I can tell you that, being in the EEA and in Schengen, isn't all that fun. We must respect all the EU decisions but we have no right to vote or participate in the European Parliament. What's the point of it?
Being Norwegian but born and grew up in Belgium, I stick to the Belgian device, which is: "L'union fait la force" (Unity makes strength).
I believe that it is together that we can solve problems, not alone. What is the point of going back to national boundaries created by wars of the past centuries? For example, l'enclave de Givet, which is a French town in ... Belgium, was fought in the 17th century. Why keep those ridicule boundaries?
As a Norwegian from the south of Oslo, I have much more in common with a Swede from Strømstad (on the other side of the border) than a Norwegian of Kirkenes, near the Russian border.
Isn't it time that we divide Europe (and the world!) in democratic regions of people who want to have the same culture? But it must be done under an umbrella of a larger union, to decide international politic, economics, etc.
Of course, UK is different; you are an island! ;-) But when I sail my sailboat in Europe, I have free access to the harbours except ... UK. Whenever entering a British harbour, I have to fly the yellow flag (my boat is healthy and I require free practice) and wait until the custom comes on board before I can go ashore.
I think UK should stay in the Union. Beside that, the immigration problem comes from the fact that only one or two percent of the earth's population (you and me!) owns about half of all earth resources; food, money, energy, etc. For as long as it lasts, we will see immigration, envy, conflicts and wars. Being in an Union or not, is irrelevant.