Mine has sludge in it as well - it has the exact same amount of sludge in the intake manifold at 185K as it did when I removed the intake to check the glow plugs at 54K miles. I have no intention of cleaning it ever and I think people that report better running engines after removing the gunk are suffering from the placebo effect.

I've also never understood how EGR functions are supposed to cause gunk in the intake manifold. I can certainly see how feeding the crankcase blow-by back into the intake manifold could cause oil vapors suspended in the blow-by gases to condense on the interior of the intake manifold but how in the world does the EGR cause gunking? Unless your car is burning absurd amounts of oil there is not going to be much oil in the exhaust gas.