To keep it simple, EGR reduces NOx but increases particulates, so if you have an EGR but no DPF you are basically exchanging one type of lethally dangerous pollution for another. Newer cars (Euro5/6) will (unless they use a completely different technology such as SCR) have both.
EGR use is controlled by the mapping/ECU parameters and, again put simply, the more the EGR is used, the lower the NOx but the faster the DPF will become clogged and need to regenerate (which uses fuel and thus increases CO2); also increased EGR use will shorten the life of both the EGR and the DPF. Hence VW owners being concerned that the mapping changes needed to bring the cars closer to proper Euro 5 compliance will result in more maintenance and costly repairs down the line.
<rant begins>
Basically any new diesel car using EGR/DPF emissions technology is going to need regular EGR/DPF maintenance (either cleaning or replacement) if it is to maintain Eu5/6 emissions compliance for the whole of its service life. Deletion of either of these items is illegal anywhere in Europe and you should only consider this option if you have no respect for the law and are not concerned about your actions being responsible for the painful, lingering deaths of innocent fellow human beings. Discussions about whether you'll be found out or if this will still pass an MOT are missing the real point.
Euro4 and eariler diesels will never come anywhere close to meeting the emissions limits for current new cars without prohibitively costly modifications and any informed person with an environmental conscience wouldn't drive one regularly in an urban environment for any reason save than of absolute poverty.
<rant over>
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