Whatever there is to be said for increased Scottish autonomy or full-blown independence, as Gealle said, it comes in the face of growing integration with the EU. Making Scotland independent in some respects merely shifts it from a semi-autonomous state within the United Kingdom to a semi-autonomous state within the European Union.
I would also agree with Grant's idea of the apparently growing opposition to many of the EU's new integrated policies. It's simply not possible on the timescale in which it is being implimented to take a (growing) set of peoples and cultures and stick them together in one big mixing bowl, shove in a few new laws, give it a good stir and expect everything to turn out well.
At the risk of straying off topic, two examples here. My first example is merely to say that I'm not just spouting shit. My parents have recently emigrated to the continent. They have not moved into an English enclave on Costa Fortuna, they have moved into a farmstead in a region in Portugal suffering from rural depopulation. They are learning to speak the language and working with the people in the village and adopting local customs. In short, they are making the effort to integrate. And if my rather bigotted old fart of a father can do it, I'm sure people coming over here can too.
My other example is the recent influx of eastern Europeans due to EU expansion. This not only creates a problem of lack of space and integration in this country (the population of Inverness now consists of 10% Poles, with around 10000 arriving in the last few years), it also creates a de-population crisis and skills shortage in their home countries. Surely instead we should, as a community, be looking at the issues behind the immigration before opening the floodgates?
So is Scottish independence a good idea? I think people look on it with a rather rose-tinted view, and see it as a good idea in principle, without looking at the practicalities of it. While it might be okay, or even beneficial to us in the short term, we would then lose the financial and social stability that comes with being part of a larger body, like the UK. Roughly the same could be said of the UK's place in the EU, but that's a whole other kettle of fish.
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...then again, that is only my opinion.