misfires and loss of power

My wife's 2002 Malibu has been misfiring badly. Check engine light is on and the codes read were "multiple misfires""egr circuit" and one other egr code. I removed the egr valve and it was clean but went ahead an replaced it with a new one anyway, the port was also clean. That did not solve the problem. I also replaced all of the spark plugs and checked the coils by removing a wire at each terminal while running, all coils were strong and sparked strong. Power is way down and it can hardly climb a large hill (we live in the hills of Missouri). I noticed while parked it I accelerate to 4000 rpm's it starts to cut out and goes flat. I have not, and know that I should have, checked the fuel filter. I do not think it is the catalytic converter plugged. My wife is getting anxious and she is also using my car and I am stuck at home trying to figure this one out. Any ideas would be greatly appreciated and eagerly engaged.
Thanks

1 - check spark plug wires
2 - check for clogged PCV valve
3 - 4 - listen for "clackling" sound under valve cover and
4 - Look under air filter box near radiator inlet pipe on engine and see if you can see antifreeze.

An update. The car is still misfiring and has no power. I had originally changed the spark plugs. Since then have changed the fuel filter and also changed the wires. I checked the coils and they are fine and had the ignition module checked at Autozone, which was fine. I checked the coolant and immediately saw oil in the coolant. I also heard sizzling and found that there is definately a small coolant leak on the lower intake manifold beneath the throttle body. The passenger side block also shows stains of a leak. From what I have read on the net I must change my lower manifold gasket and plan to do that tomorrow. I also plan to go to the green antifreeze and purge the system of the yellow antifreeze. Seems that I am experiencing some of the symptoms of the lower intake manifold leak, hopefully that is the cause of the multiple random misfires and oil in the water. The engine oil is fine and shows no water so I do not think it is a head gasket. Only other thing it may be is the catalytic converter. Today I dropped the pipe and revved the engine up and it seemed to rev up fine, should have driven it though with the plug disconnected because it now seems to rev up to 4000k fine but when driving loses power and misfires. Engine light has came on again.

Based on my experience:

1 - One of the rockers are loose; that is what is making the clackling sound.
2 - The anti-freeze on the block indicates the intake manifold failure or another leak
3 - Use the "troubleshooter" repair gasket not the crap you'll get from the GM dealership.

i had the exact same problem on 02 last year ...and in the mountains of Germany, trust me, no fun. more than likely your catalytic converter is clogged. all the symptoms are the same as what i had, even the codes. summit sells one for around 120 bucks and i think there's one cheaper out there but i wasn't able to get it because of the shipping restrictions.