http://www.ebay.co.uk/itm/EGR-blanki...-/120933209260
Not sure if you can cheaper but there ya go.
I hear tale of post 2003 cars throwing up warning lights due to a Change in engine management if they're removed.
Also if you have a water cooled egr warmup times my be longer due to no coolant passing near hot exhaust. But I imagine the people without egr cooling manage just fine.