Hello. EGR systems basically need 2 things to work properly. The first is a control signal, usually a ported vacuum source. Sometimes this source signal is controlled by a TVV or SVV (Thermal/ Solenoid vacuum valve). The ported vacuum must be working and so must the TVV or SVV. The other, as the other guys have said, are the EGR phyical passageways between the intake and exhaust. These must be clean. Other componets to check in EGR operation would be the BPT valve (backpressure transducer), and to make sure that the EGR only works during acceleration. (Most EGR systems are only made to operate off idle, not at idle or during decel.) A BPT valve is dependant upon your exhaust system having the correct backpressure to operate the valve. So if your exhaust is in poor shape or has been modified I would take a close look. BPT valves are not used in all systems.
EGR systems are in place to reduce combustion chamber temperatures and hence reduce NOx emissions. So, if you have high NOx levels, your EGR is probably not working properly even if you're getting no trouble codes. Hope this helps.
-Kevin