Two ways
This is not a hard thing to do, but it looks so.
A. Bolt the EGR valve back on the intake manifold, put some heat on the housing/valve where the threads are with a propane torch for a few minutes, and use a small creasant wrench (probably set to maximum width) or
stubby 15/16" wrench, either with alot of force to break free the nut. Hitting just the nut with a stream of something to cool it down (WD-40, compressed air, cooling spray, etc) may help it shrink in relation to the EGR housing, allowing the threads to break free easier.
Or
B. Unbolt the EGR housing from the intake manifold, and the pipe from the exhaust manifold, pull the three vaccum lines off, and lift or drop the whole thing out. Put in a vise and use force on the nut to get it off.
It is advisable to put a thin layer of anti-sieze on the threads of the nut for "next time".
However, EGR failures are usually caused by a plugged passage and nostrils in the intake manifold. A small caliber gun cleaning kit and carb cleaner works well. The EGR valve needle and seat itself can be cleaned. Might save you some time, money, and frustation.
Justin