Removal of the EGR isn't likely to produce that much of an improvement in performance, unless it's very dirty and restricting the airflow from the outlet of the intercooler to the inlet manifold. In my opinion, the main reason for removing it is to feed the engine with clean fresh air not already burnt fumes.
The main reasons for the EGR to get messed up would be either dirty oily exhaust fumes being let in as part of the job of the EGR or worse than that oil getting into and then out of the turbo, which is not good, at all.
Some people say that you should wash out the intercooler at the same time as removing the EGR, but provided the air filters are serviced regularly and the turbo is clean, there shouldn't be any real need.
If the EGR is dirty then you should really wash out the inlet manifold as well and clean the MAP sensor too.