Official sources on the free web
EU legislation is freely available on EUR-Lex, and this data forms the basis of the content of some of the subscription databases. The EUR-lex simple search screens offer searches by word, document number, date, OJ reference, CELEX number, and more.
For draft legislation try Prelex, a Commission database for monitoring the decision making process in the EU, or the European Parliament's Legislative Observatory (click the Procedures tab to search).
Subscription sources for holders of an Oxford SSO.
The Bodleian Library subscribes to legal databases that include coverage of EU primary and secondary legislation, in particular Justis, Lexis®Library and Westlaw.
OU students are required to provide a full citation the first time they cite to a piece of EU legislation.
Update to OSCOLA 2.6.1
From 1 January 2015 onwards, the numbering of EU legislation changed. Since then EU legislation has been given a unique, sequential number. This number should be cited in the form: (domain/body) YYYY/no. For example:
Council Regulation (EU) 2015/159 of 27 January 2015 amending Regulation (EC) No 2532/98 concerning the powers of the European Central Bank to impose sanctions  OJ L27/1
Council Decision (CFSP) 2015/236 of 12 February 2015 amending Decision 2010/413/CFSP concerning restrictive measures against Iran  OJ L39/18
EU secondary legislation is made by the EU institutions. The five EU legal instruments specifically provided for in the Treaties are: Regulations, Directives, Decisions, Recommendations and Opinions.
The binding legal instruments
The binding legal instruments that make up the secondary legislation of the EU are Regulations, Directives and Decisions. As set out in Article 288 of the Treaty on the Functioning of the European Union:
The non-binding legal instruments
Article 288 of the Treaty on the Functioning of the European Union also provides for non binding legal instruments.
Recommendations and Opinions have moral and political significance, without being legally binding
The three other main forms of actions that shape the EU legal order without having legally binding effect are Resolutions, Declarations and Action programmes.