Well, naturalisation in most EU countries would involve some other requirements: language knowledge (you'd have to pass an exam) + civic/constitutional exam or integration test + naturally, no criminal record, etc + some countries are quite restrictive on dual-citizenship (i.e. they don't allow it for foreigners, meaning that you would need to renounce your original citizenship).
Visas and residence permits are, of course, easier.
Visas and residence permits are, of course, easier.