It's not good enough to hold citizenship anymore - the Europeans have caught on our cheatin' ways, I'm afraid. Now, there may be some schools that allow it, but at all the ones I looked at in the UK (UofBirmingham, UofManchester, Imperial College, King's College, Oxford, Cambridge), the definition of a resident of the EU was somebody who held EU citizenship and resided in the EU for 2 years on a full time basis, immediately preceding attending the school.
So unfortunately, citizenship may not do much for you, but you can look into that more. It used to be that citizenship in an EC country was enough to get you reduced tuition, but right now they are differentiating between citizens and residents, and IMO, it is because there is such a large number of EU citizens worldwide right now who have probably not lived in Europe for years if not decades, have paid no taxes and so on and it's therefore seen as unfair of them to take advantage of the system.
ETA: Have you looked at the US at all? It's also expensive, but there is a huge number of great schools.