Consensus seems to be you don't need it. At least in regards to the ECM operation. Rarely does it seem people have a problem when removing it with vehicle operation. Not saying it can't or won't, just that common experience is it works fine without. (of course how many posts exist saying my TBI truck doesn't run quite right)
You won't see any power from removing it. All of the smog stuff added up doesn't take enough power to be concerned with, and both EVAP and EGR contribute somewhat to mileage, so it actually may be detrimental to remove.
If it works, leave it. If it's rotted and obviously not working right already, I'd pull it. Don't expect to ever put the pump back on though, they don't seem to handle storage very well. I can't emphasize enough that if the system is not working correctly already (leaks, etc) then you very well may see the vehicle run better...but that is NOT because you removed a properly working component.
And if you live near somewhere that DOES have emissions testing, you will have a hard time selling it to people that live there.