Sluggish Chevy Truck

I have a 93 Chevy C1500 pickup automatic with 4.3 -Z (non Vortec) It has 68,000 miles. It is very sluggish when accelerating, and shifts hard from one gear to another. It doesn’t run rough (neither cold nor hot) and does not surge, backfire or “ping”. No blue, white or black smoke from the exhaust. The lock-up converter kicks in at about 50 mph., but the truck seems to struggle more when I try to keep a constant speed between 40 and 45 mph either before the lock-up kicks in or when I drop it back to 40-45 after locking up. I can get it to run at 65-70 mph on the highway but I have to keep good pressure on the pedal as it seems to be working hard at that speed. When I disconnect the EGR valve and plug the vacuum line from the solenoid it runs perfectly and shifts very smoothly, just like a new truck, but the SES comes on after driving a few miles at 55+ mph. It goes out when idling for a few minutes at a red light.

I have replaced the plugs, distr. cap, rotor, ignition coil, O2 sensor, spark plug wires, gas filter, cat converter (whole new exhaust system).

I enjoy tinkering with minor mechanical repairs, but what should I try first? The EGR?… EGR solenoid?… MAP sensor?… Any suggestions, other that bringing it to a shop for a diagnostic check? Thanks for your advice… anyone?

Response:
Well, the first thing I would do is check for any codes which can be done free for the do it yourselfer. Here is how: http://www.freeautomechanic.com/diagnostictroblecodes5.html

Once you have done that, post the codes and we can dig further.

Update:
OK… When the EGR is disconnected and the EGR vac solenoid tube plugged, the truck runs perfectly, but the SES light comes on. It gives me code 32. No surprise as the EGR is disconnected!
When the EGR is connected, the truck is very sluggish and the SES light does NOT come on. I checked if there were any OBD codes anyways. No codes. Go figure!