Lets start this right, forget the Edge, get an SCT with custom tuning.
The EGR delete is a great idea. If you do it, you will get a check engine light. SCT will take care of that CEL, since the custom tunes have the EGR function turned off. Edge will not do that.
SCT tunes the transmission, Edge does not.
I'd look into a coolant filter from www.dieselsite.com
it will catch all the sand from the block, and prevent the oil cooler from plugging.
Do you have gauges now? If not, save for some and get some good gauges. Despite what most people have, I would get Fuel pressure (most important gauge), pyro, engine coolant temp and oil coolant temp. I wouldn't bother with tranny temp unless you're towing a lot. Engine and coolant temps are great to monitor to tell you when your oil cooler is plugging. This is what leads to headgasket failure most of the time.
What EGR delete kits were you looking at? There has been a few good threads recently about delete setups, try reading into those.
Feel free to ask any questions, we're here to help.