The costs and benefits of living in a unified country depended to some degree on who you were in a society. They also depended on the skill with which the rulers of the unified country ruled. In general, though, unified empires provided somewhat more stability and prosperity than city-states did.
The main reason that an empire would be more stable is because there would be fewer potential wars to be fought. Of course, empires did not always have peace. They might come under attack from the outside or they might try to expand their territories through war. However, regions with many city-states had many more potential war-partners. In other words, if there are a lot of different city-states, there are a lot of different combinations of possible wars.
The main reason why an empire would be more prosperous is because an empire would function like a large free trade zone. In a well-run empire, people could trade across long distances without having to worry about being attacked or about having to pay taxes when entering a new city-state. They could trade without having to worry about the various laws of the various city states. More trade would typically lead to more prosperity.
Of course, life in a unified empire could be difficult. Rulers of large empires could be very overbearing. They could impose huge tax burdens. People who had been conquered might have very difficult lives because they were not of the same group as the ruling elites.
Thus, there were positives and negatives to life in a large, unified empire.