You really need to have the engine out of the car to take the EGR completely off. There is an Exhaust Gas Recirculation Cooler on the back of the engine. It allows some exhaust gas (3%) to go back into the throttle body to mix with the new air coming in. It causes the combustion to be cooler, and helps decrease NOx. You can take the EGR cooler off and block the hole in the back of the head, then rip all the plumbing off. Alternatively, you can simply block the EGR feed into the Throttle Body (or intake manifold in MKIVs) with a plate at the EGR control valve.
There are several concerns. First, if you don't remove the EGR cooler and block the outlet in the head, you will get a very high temperature buildup around the #6 cylinder. Why is it #6 is usually the first to go in older engines anyway? Second, you will raise the internal combustion temperature in each cylinder, and believe it or not, potentially loose HP at low to mid range RPM. Third, (and this is up to you, I really could care less, but you should know, especially if you ever sell your car and the buyer gets stung) you will violate Federal Law and perhaps not pass visual smog, depending on where you live.
Everyone says, "Japanese cars don't have EGR", and they are right. But Japan has very strict emissions controls, and you pass or you don't drive the car. That's why there are so many 40K mile Japanese engines for sale. They rip the old one out and put in a brand new engine, and sell the polluters overseas. Worn valve seals, worn rings, you name it. If you are burning “any” oil, you don’t pass. Since a new engine is cheaper than a complete rebuild, well...you can figure it out.
I also have never seen, or even heard of, a dyno test that proves removing the EGR helps. However, an illegal Catch Can that bypasses the PCV will keep the TB and intake manifolds much cleaner.
SavageSlav · updated 
Supra_Spooler · updated 
