Check with your local and state laws for muffler and cat delete. You can just cut the muffler and cat, then just use piping to make it a straight pipe exhaust.
You don't need aftermarket exhaust for EGR delete, a complete EGR delete kit should come with a new up-pipe to eliminate the stock up-pipe to EGR cooler connection.
Depending on what year truck you have will dictate if you'll need a programmer with a EGR delete. The 03-early 04 trucks won't set a CEL. Depending on the strategy of the PCM for the late 04-07 trucks you will need a SCT to keep the CEL off when EGR deleted.
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