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I would say if it is running, get it to an autozone or something and have them check for codes for you. I have a code reader so i never had to do the key on/off thing so I dont know how that works.
I just replaced the EGR like 3 weeks ago...it was not that terrible. The worst part was figuring out the extension/socket/universal combo. Getting the gasket off the head was not too bad. Tightening up the flange bolts on the tube took the most time as there is not much room to move the wrench (which I dropped and "lost"...I think it wound up on the valley pan..oh well!).
The old one looked fine, I thought it would be full of carbon, but looked clean.
I bought a "Standard" brand replacement from Amazon for $37.50, free shipping.