What would it even mean, in the current state of the EU, for "a Hitler to rise to power in it"? First, he would have to be supported by a large number of member states (in which case it would be likely that even without the existence of the EU, that sort of leader would have become widespread in Europe), and then, he would be president of the European Parliament? Of the European Commission? I doubt he would be very harmful there, except possibly to the EU as an institution.
I believe the EU can (and probably should) integrate quite a bit further before the problems you raise can realistically happen. I think member states should be given lots of freedom in non-foreign-policy, non-budgetary choices (as they currently are), which leaves a lot of room for the experimentation you describe, and less power to individually veto negotiations that are much more effective when Europe acts as a block. No-one wants to have to certify their cars or get an insurance license 27 times to service 20 million people on average each time.
As a last resort against utterly stupid decisions or policies, of course, member states are always free to leave.