Guys - it all varies car to car. It's pretty unpredictable what's gonna happen when you take it off. Some folks get a check engine light because the egr valve position sensor isn't getting the reading the computer expects. Some folks experience some detonation at part throttle because the computer sets fuel mixture/timing expecting part of the air in the cylinder to be displaced by A VERY SMALL amount of exhaust gas. If you block the egr, this exhaust gas is displaced by air, and now the mixture is leaner than it otherwise would be --- leaner mixture + more timing = detonation, sometimes. With the O2 sensors, the computer should adjust the lean situation. But it's going to tables to determine what it does to timing, and it won't/can't change what it does to timing unless you use a chip to turn off the egr function in the ecu. Some folks disconnect it and get rid of it just to clean up the clutter and never notice any difference at all, except it looks cleaner under the hood. As for comparing gas mileage before and after - even that may vary car to car. It's one thing talking about it's function when the car was brand new - my comments up above in the previous post. It's entirely another talking about it's function on cars that are 10-15 years old with, in some cases, hundreds of thousands of miles on them, and many times, lots of mods. A lot of the egr valves out there are probably pretty coked up and aren't even functioning optimally - so removing it, seeing it drives better or worse, and concluding that the egr design was to blame/gets credit to start with just doesn't necessarily add up.
So, each person has to decide - take it off or not and see what happens in your case. Some people block it off, but leave the valve in the car hooked up so that it won't set off the check engine light. Some people try unplugging the sensor first to see if it sets off the check engine light. Some people remove the whole thing and say screw it, whatever happens happens. Some people experience part throttle detonation, some don't. Some people buy the Ron Morris 'fooler' plug(
www.ronmorrisperformance.com) to solve the check engine light, and take it all off. Some people block off at the heads, some the upper/lower interface, some just block the valve opening in the upper. That's all based on posts I've read over time. Personally, I didn't want the clutter in the compartment, so I took mine off (my Explorer intake doesn't have provisions for it anyway - that's what sparked my decision) and we turned off the egr function in the ecu with the chip to prevent error codes, check engine lights (I don't have a CEL anyway) or any drivability issues. I did it with my performance upgrades -- so many things were changed I couldn't begin to tell you what impact if any for better or worse removing the egr had. I can tell you the top of the engine is less cluttered - which is all I set out to accomplish with the removal.