The DPF is worse for your engine than the EGR, although they're both bad, so get 'em out of there.
Depending on which tuner you get you may or may not need bungs. I have a Mini Maxx, so I don't have bungs. There are still several delete capable tuners that are available new, and some non-delete tuners will support custom tuning that allows deletes. You have to be careful buying a used tuner, since many of them are VIN-locked to the vehicle. The process for unlocking is different for each manufacturer, and not all sellers know what they're doing, and some will just plain lie about it.
You don't need a wastegate, so don't worry about that. If you did for some reason want a wastegate, there are downpipes available for that purpose. Check with the wastegate manufacturer, they probably sell them. Any turbo-back exhaust will work for you, just pick one that has the bungs (or not) that your tuner requires.
I can't comment on the sinister elbow, but I have a Flo-Pro elbow, and it fit perfectly. Whatever you do, I'd definitely get the elbow. Removing the EGR completely really cleans up the engine compartment in addition to flowing better. I also have a Flo-Pro EGR delete kit, and it works perfectly too.
Removing the exhaust is relatively easy and straightforward, it'll probably take you around 2 hours to swap them out. You'll need a sawzall and some wrenches.
Removing the EGR with the cab on is very difficult and time consuming, so plan ahead. It takes a good selection of tools, but nothing too unusual. In my experience it takes about 5-6 hours. Some people have done it in about 4, but it takes some people 12 hours or more. It's very difficult, trust me. And the phrase "very difficult" is an understatement.
Order everything you need at one time, you'll probably get a package deal on it if it's all from one vendor. Install your tuner with a DPF-on tune to make sure your truck likes it, then do the exhaust. Wait a while until you gear up for the EGR, and once that's done flush all the old coolant out really well and replace with Cat EC-1 rated coolant, like Cat ELC. Then you might want to take a couple days to recover. After that you can enjoy your much more reliable truck.