pepsiman - You say EGR sensor but what I think you mean is O2 sensor. The lower one you can remove with a cresent wrench but you need a O2 sensor removal tool for the upper. I'm going to go buy one right now at Sears. Shouldn't be more than $10.00.
If you do mean EGR tube, you don't need any special tools. Just a big wrench (28mm).
or go to autozone and rent one and when your done you get all your money back.. some things are nice to buy some things you dont use enought.. ie spring compressers.. pully pullers.. torch wrenches. o2 wrenches.. oil pressure sending unit wrenches.. all available to rent at your local ricerzone.. i mean autozone 100% refund when returned unbroken..