Do Arabs consider themselves more as Arabs or more as members of a particular nation? Is there a distance between a Moroccan or ie. a Syrian (or Lebanian, Palestinian, Libian, Egyptian whatever)?
It depends. You see more of an Arab spirit I think in places like Syria, Jordan, or Lebanon. But in Egypt, usually people are much more proud of being Egyptian than Arab (even Muslims), while still maintaining a more inferior pride of being Arab. Those who do maintain a much higher pride in being Arab in Egypt, I tend to find them very Islamist, and trying to associate themselves with the Saudis.
In any case, it just depends. I'm not sure how other North Africans consider themselves. In the whole scheme of things, we all bond together in our "Arabicness" (and most especially for human rights concerns, such as Palestine), but every nation has different views on what it means to be Arab, and sometimes even subculturally. Many Copts for instance loathe their identification as Arab, whereas I personally don't mind being called an Arab. I can care less.