The EUROnu project has studied three possible options for future, high intensity neutrino oscillation facilities in Europe. The first is a Super Beam, in which the neutrinos come from the decay of pions created by bombarding targets with a 4 MW proton beam from the CERN High Power Superconducting Proton Linac. The far detector for this facility is the 500 kt MEMPHYS water Cherenkov, located in the Frejus tunnel. The second facility is the Neutrino Factory, in which the neutrinos come from the decay of mu(+) and mu(-) beams in a storage ring. The far detector in this case is a 100 kt magnetized iron neutrino detector at a baseline of 2000 km. The third option is a Beta Beam, in which the neutrinos come from the decay of beta emitting isotopes, in particular He-6 and Ne-18, also stored in a ring. The far detector is also the MEMPHYS detector in the Frejus tunnel. EUROnu has undertaken conceptual designs of these facilities and studied the performance of the detectors. Based on this, it has determined the physics reach of each facility, in particular for the measurement of CP violation in the lepton sector, and estimated the cost of construction. These have demonstrated that the best facility to build is the Neutrino Factory. However, if a powerful proton driver is constructed for another purpose or if the MEMPHYS detector is built for astroparticle physics, the Super Beam also becomes very attractive.