Welcome.
"1. Is there an easy way to test for a leak?"
Yes. Spray carb cleaner and if the idle increases or decrease, that is where the vacuum leak is. Sometimes, you can hear a hissing sound.
"2. Thought this may be the EGR but read EGRs seldom fail, could it be the PCV?"
It could, but more likely DPFE but you need to scan for the codes and post.
"3. If I need to replace the EGR, what size wrench do I need?"
Not sure of the big tube nut but I think 7/8 should be good enough.
"I have a replacement EGR valve and am ready to replace it."
If you replace the EGR, get a new gasket too, for $1, you can't go wrong there.
Also test for plugged exhaust. Unplug the O2 sensor and if performance improves, you have a plugged exhaust.
CEL code. Take it to Autozone or Advance for free scanning. Some will scan 1995 models too. If not, then use the paper clip method.
http://www.contour.org/FAQ/FAQ.php?s=probs&displayid=10
EGR/DPFE test.
http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=trouble&Number=1110464&Forum=trouble&Words=egr%20suck&Match=Entire%20Phrase&Searchpage=0&Limit=25&Old=1week&Main=1110435&Search=true#Post1110464
Plugged exhaust
http://www.contour.org/ubbthreads/showflat.php?Cat=&Board=trouble&Number=1109982&Forum=trouble&Words=plugged&Match=Entire%20Phrase&Searchpage=0&Limit=25&Old=1week&Main=1109438&Search=true#Post1109982
