OK have read all this stuff am new to landyzone and this thread may be a bit old, but.........here is my experience.
2001RR 2.5dse owned for 2 years mileage 80,000
A lot to like about this vehicle and a lot not to like
done a lot to it, and spent considerable dosh
Removed EGR and fitted a straight thro pipe kit, result a distinct improvement
Tried removing air filter, no difference so wont be wasting any money on a "sports" air filter.
tried disconecting intake pipe after the MAF unit, result, a distinct decrease in power so for me this unit has something to do with the fueling.
Fitted monster intercooler....... not much difference
Had a performance chip fitted in ECU made a fair bit of difference.
The thing goes pretty good now but still have to give it the lead boot
Gonna get the best I can out of this vehicle if it kills me, I am not happy to leave well alone.
Next thing is a bit more boost on turbo. maybe modify exhaust and may even try an allisport tuning module.
Dan