egr egr egr egr

It will set off the check engine light (if you have one); it may cause detonation at part throttle.

Why do you want to remove it? It doesn't operate at wide open throttle - so it doesn't hurt performance. And at part throttle it helps improve gas mileage -- one of the few win-win emissions devices. If you're removing it because you think it will help performance -- you'll be disappointed. Performance won't improve -- and it may cause some drivability problems.

The best way to eliminate egr is to also use a chip/tweecer/etc. to turn off the egr function in the ecu -- that way, the chances of hurting anything with detonation are eliminated.

Having said that -- some people remove and never have a detonation problem -- just a check engine light.
 
It might not look "pretty" in your engine bay, but what Mr. Yount said is absolutely correct. Taking it off has more disadvantages (reduced gas mileage, detonation, check engine light) than advantages (cleaner engine bay). Also, exactly which vacuum lines are you thinking of removing? I yanked my smog pump a long time ago so I don't remember all the lines.