sorry guys but you are all only half right... My late build 2004 throws a "p401" insuffient egr flow code after a few mins with egr delete.
heres the skinny: cat removal won't set off code as no sensors plugged in but with egr deletes its based on truck yr and split yr models...
2003- early 2004 it wont.
2004.5 (mine) -up it will more often then not...
if you don't want to run a horse power tune you can still turn egr off with just a trans tune. and you don't even have to adjust options. I just run 1. egr off, 2. better shift firmness, 3. adjust revs per mile setting for my larger tires.
just get an sct tuner with an egr delete. there have been cases where with an egr delete the cooling fan comes on much later and can run a hot engine esp while towing.