I just deleted my DPF this week. Wow...what a difference.
I purchased EFI Live from Idaho Rob (DSP5) with 5 tunes: Optimized Stock, +30hp Heavy Tow, +60hp Tow, +90hp Economy, +120hp Economy/Performance.
The EGR is untouched, but disabled. I replaced the exhaust with a Flo Pro 4" Downpipe back exhaust with no CAT, DPF or Muffler. The sound is nice, not to bad IMO.
I have gained about 6 MPG from all my mods, and that's with 35" tires. I just took a 50 mile (mostly highway miles) trip and hand calculated 20MPG. Before that would have been around 14 MPG (at 70 MPG). I'm thrilled with the results. I will be traveling 600 miles on Tuesday. That should give me a better idea.
If I would do it again, I would have purchased the exhaust in three separate pieces that all bolt together with flanges (similar to the OEM parts). I would get a Cat delete pipe (from downpipe) with 4 bolt flange that connects to a DPF delete pipe. Than I would get a Muffler delete pipe with 3 bolt flange to connect to the DPF. Since I have emissions testing every two years, I could just unbolt the cat delete pipe and DPF delete pipe and bolt up the factory ones. Than I would re-flash my ECM with my tuner to return to stock specs. Would probably take me about 1-2 hours. Well worth it once every two years for me. With my exhaust now, it is probably a 3-4 hour job.
I was going to put a blocker plate in the EGR, but I think I am just going to leave it disabled, so I won't have to mess with that every two years since installation/removal is a pain in the ass on the LMM.