Remember that fully integrate the balcony as a bathroom and kitchen construction norms and regulations is strictly prohibited. Therefore, to demolish the whole wall you can't. This is connected with change of the heating system. So, it is necessary to go on cunning. Alterations to your able to count legal and not contrary to the rules, separate the balcony from the room with a sliding or hinged glass doors. Just be sure to make them was height from floor to ceiling. If you need to get a single room, simply open them. Remember that this Association of the balcony of the room and the radiator can be moved only as close to the boundary between "cold" and "warm" room. On the balcony to make it prohibited!
If the variant with the presence of door does not suit you, then do the following: install these designs, approve its redevelopment housing authorities, and after just remove them. However, to make such repairs was the place to be, you need to take care of sufficient insulation of your balcony. If the right not to do so, then the window with temperature changes will be constantly "cry". And it is fraught with appearance of black mold, which is known to have almost no output and very strongly influences health of all tenants. In addition, when there is insufficient insulation of the balcony he will always be covered by an icy crust, which also adds to your comfort. Remember to insulate the balcony is a science. After all, it is illegal to do heated floors (requirement of the fire service). So your best bet is to hire professionals who already have sufficient experience and understanding of the technical requirements for this kind of work.
Carefully read the plan of your apartment. In some types of houses wall that separates the balcony from the room can be a carrier and directly holding the plate loggia. In this case to bear it is by no means impossible. Can only use design trick. Remove the entire window and door unit, while leaving the wall itself intact. And then used its construction materials (wood or fiberboard, or put decorative stones) so that you get a kind of strut. It can be used either as a shelf or as a table (if this room is the living room).
Don't forget to take into account the principles of glazing in this room. If you combine the balcony and the room, the requirements for thermal insulation of Windows increase many times. This means that conventional wooden Windows are not suitable. You need to choose only a plastic design. And besides, they don't have to be sliding, as in this type of window is difficult to achieve perfect tightness. So give preference only to those Windows that are referred to as hinged.