Are you absolutely sure that your EGR valve needs replacing?
I replaced mine a couple of years ago, while replacing all six injectors, spark plugs, PCV valves, deleting throttle body coolant lines and thoroughly cleaning many things at the same time. You'll need a number of o-rings, gaskets and hoses.
I also bought a 27mm combination wrench and cut it to the required length in order to remove one/tighten one of the big nuts on the EGR valve. It took may have taken as long the replace the EGR valve alone, as it did to do everything else. Penetrating oil, patience and torque wrenches are your friends.
The FSM, and a few on-line guides to pulling the plenum and maintaining some other things are especially helpful.
http://webpages.charter.net/baowuf/PlenumPull.pdf
http://www.z32photoguide.com/
http://www.mdsmarthome.com/z/Z%20Tech/Z ... 20Idle.pdf
As a warm-up, I'd replaced the water pump, timing and accessory belts, front oil seals, etc, a few months earlier.