The EGR really does nothing to affect your power. It only runs at sustained cruising speeds. Whether you delete it or not depends on how much work you want to work to remove it.
I would go with the PaceSetters in natural and not wrap them. Since your car is normally aspirated, the heat is not going to be a problem. All the wrap is going to do is make your headers rot.
I would prefer PaceSetters over MAC, just for that fact that you don't have to remove them if you ever had to replace the starter. Both require a little fighting to get them installed.
For the PaceSetters you need to raise the engine up a few inches to get them to slide down.
With longtubes you are definitely going to lose the top two cats. The others can be put in with the midpipe. You might want to look into high flow cats from Pypes some other manufacturer as the stock ones are restrictive. You would not be getting the most of your longtubes keeping the factory cats.