A good example of a case involving privacy and the margin of appreciation of a national lawmaker is http://en.wikipedia.org/wiki/S_and_Marper_v_United_Kingdom
P.S. To explain the legal situation to Americans: international conventions and particularly the European laws (like the aforementioned ECHR, which has a special court that accepts cases from a national level that want to appeal on the basis of the ECHR) are more important than national laws. It is a bit like the Constitution in the United States.
[0]: http://en.wikipedia.org/wiki/Article_8_of_the_European_Conve...
Hopefully it all works out for Europe but I hope to God my country never goes down that route.
It's not like you can vote for judges on the supreme court in America directly, either.
When I say "covered less" I mean in the hysterical, think-of-the-children way that national politics tends to be reported. It is still obviously covered.
Not that this additional way of making laws isn't a double edged sword. A common European market is in my view a great idea and it is very clear that laws are necessary to implement such a market, treaties alone won't do. But there is always the danger that the EU tries to do too much or that battles against bad legislation have to be fought again and again.