As a citizen of a country in the EU, I certainly feel different about dealing with a Greek business than a Russian one. For one, I know they are required to provide me with a two year warranty by law. Likewise, there are other community directives that I know Greece was required to implement and that apply to them.
I also feel more confident about my ability to influence consumer protection entities in case something goes wrong, 'though I'm not sure if that's actually true.
Consumer protection laws are independent of the country where stuff is made or where the manufacturer legally resides. Every company selling to EU consumers must abide by them. For examples, google the complaints about Apple using "4G" in their iPad marketing materials, or discussions about the usefulness of AppleCare (most of what it promises you already is a consumer right)
hehe, except that Greece might not be under those obligations for long...
In general though I agree, (from the UK) I'm happy to buy stuff from EU places; I got my Das Keyboard and a Samsung phone (Galaxy Note, useless, sold on ebay) from Germany because it was cheaper (actually, it's also seemingly impossible to buy the Das anywhere in the UK.)
I also happily buy from the US and Canada though, as they make the funniest T-shirts, and the price ends up similar to custom printed in the UK even after import tax (not the £1.50 tax on a $20 t-shirt, but the £8 royal mail stick on any parcel with tax to pay), because of the exchange rate.
I also feel more confident about my ability to influence consumer protection entities in case something goes wrong, 'though I'm not sure if that's actually true.