>What size do you think is the best for a democracy then? 10,000 people? 1000,000? The US is as big as the EU and certainly has a lot more centralized legislation.
The following is in the context of a representative democracy/republic:
Interesting question, as far as elected representatives and their number of constituents, I certainly support a maximum threshold, in the range of 10's of thousands at most. When groups larger than this are directly represented by single elected officials, it seems to increase the likelihood of the represented feeling removed or effectively excluded from the political process, which results in the sentiment (I suppose it's a leaning toward anti-globalist ideals) towards abstract, large centralized governance we see in many Brexit supporters as well as a portion of the supporters for Donald Trump in my home country the USA.
Interesting notes regarding American law on this topic:
"The U.S. Constitution called for at least one Representative per state and that no more than one for every 30,000 persons." [1]
The Appointment Act of 1911 and subsequent Permanent Appointment Act of 1929 capped the total number of House congressional representatives at 435 [2], so the degree of seperation between an individual elector and their representative in any given congressional district continues to grow as population increases. This also has an effect on the Electoral College, as it's membership numbers are based on the number of congress persons. Furthermore, I will assume this limit, combined with a growing population will increase the chances of a Presidential Candidate winning election without also winning the national popular vote, as we have seen on multiple occasions in recent decades.
[1] http://history.house.gov/Historical-Highlights/1901-1950/The...
[2] https://en.m.wikipedia.org/wiki/Reapportionment_Act_of_1929