06WKHEMI, no it will not always throw a code. That is probably not the issue with yours, as the EGR is not functioning when the engine is cold. If you have these symptoms with a warm engine, then maybe yes.
When mine was failing I got a light. I cleared it, and then started monitoring EGR commanded and error rates with my DashHawk. The "commanded" settings were rapidly changing and were all over the place, sometimes to unrealistic %ages. The PCM tries to accomodate these commands, and has the "error rate" (correction) chasing and trying to catch up with the commands. When operating normally, the commands are somewhat predictable, usually ~50-60% on the highway, and the error rate is almost always close to or at zero. Since I didn't monitor mine before it failed, I can only assume that they start failing over time (like spark plugs), and may not be noticed until it throws a code. If you're getting any of the symptoms I listed above, and have 50K+ miles on it, that would be one of the first places I'd looked. I'll probably now make mine a "time change" item at either 50 or 60K intervals. I'll do that because mine began throwing the code on a highway trip, and I found it annoying. Once it's been changed and you cut the one bolt a little, it's a 30 minute, $40-50 job. Well worth a little preventative maintenance, IMO. Hope this helps you a little.
Shafer57, on yours I'd start with the easy, inexpensive stuff first, doing one thing at a time and see if it makes any difference. If the plugs haven't been changed, that might be the first place to go, followed by the TB cleaning and changing the PCV Valve, adding a catch can, and then on to the EGR, unless you have symptoms. Then I'd move it up the list. A couple other things....if your driving has a lot of stop and go, your mileage isn't really that bad. No matter what mods. you've done, it still takes a certain amount of power to get the nearly 5000 lb. WK moving again. Another factor is how long you sit at the stops. On some local "long" signals (2 min. or more), I'll shut mine off...if I saw it change to red. With all my mods., in town I still get ~12-14 mpg, but then again, I can't keep my foot out of it either. One other thing, you may want to increase your tire pressure a little. The recommended pressure is not always the optimum pressure for tire life or economy. I run mine at 40 PSI front and 38 PSI rears, and rotate them every 6000 miles. My tires are also siped.
06 GCO, Dk Khaki, QDII, Flshing Hi 3rd Bk Lt, MDS "ON" Lt, Airtab Vortex Gens, Debadged, Fumoto Drain Valve, BT Catch Can, Chopped EGR Tube, SRT8 CAI, K&N Filter, Sonnax Trans Line Press Booster, SC Tuner W/Adv Trans Tune App, DS Tuner, Cust tubular hdrs w/3 in Magnaflow/Xlerator AP Exh Sys, Bilsteins, SRT Springs/Sways, Cust Eng Cvr, SRT8 frt/rear bumpers, FRI Sidewinder Cam/6.1 valvetrain, SLP 25% UD Pulley, BBK true 90mm T-Body, SOS Ign Coils w/.060 spark plug gaps, SRT Reps with 265/45&295/40X20's.