Despite the hoards suggesting otherwise I'd leave the EGR in tact. It does serve a useful and beneficial purpose. Besides making the air more breatheable

it lowers the EGT (ehaust gas temp) which will add years of life to the turbo. By lowering the pressure spike and slowing the flame front of combustion it allows power to be extraced over more degrees of crankshaft angle. Considering it is only active during partial load conditions, power is not signifiantly affected. The issue of gumming of the intake is wrongly blamed on the EGR. The gum is actually a buildup of less volatile crankcase vapor HC's, caused from the heat of the turbo and egr combined evaporating the more volitile components of crankcase vapor leaving the gum.
I'm sure I've got a flame war coming but until someone proves they have a diesel that can run less than 14 secs in the 1/4 mile I will maintain a position that there is no good reason to take a slow car and make it
pollute 
more so it can be a (still) SLOW car.
It's the irresponsibe attitude that "emissions equip. is the bane of all horsepower and must be done away with " that is gonna get the sport of hot rodding legislated out of existance.