Since you own a neon, your EGR valve will eventually fail. Some people will convince you that all you need to do is put in an EGR block-off, but this will leave you with a permanent check engine light and may cause you to fail an emissions check. I threw this together in a bit of haste because I found the pictures and figured they might help someone out; I didn't want them to go to waste.
Here's a shot of where my EGR valve was, and how it looks with it removed:
Here's a shot of the new EGR valve ready to go in. I can't remember how much it cost, but I don't think it was that much. Note that I reused the same tube and made a new gasket from some high temperature stuff:
To remove the old EGR valve and then install the new one, I had to use a universal joint connector on my socket wrench extension for the bolts going into the head. The orange crap is that high temperature stuff I used to make the new gasket.
That's it from me for EGR valves. If you can't figure out how to change an EGR valve from these pics, then you really should reconsider whether or not you ought to be working on your own car.