Loss of power and definite miss

Hi, I've been reading all night and haven't figured my problem out yet.
I have a 95 Jimmy 4x4 4.3 vortec engine automatic trans.
This miss problem actually started a few months ago. It sounds fine when first started, I can drive it about 5-10 minutes and I start feeling the miss at take off then it smooths out until 2000 rpm I took it to autozone and got the scanner put on it, the gentleman didn't tell me which codes it had but said it read #3 misfire and something with the egr valve.The miss is bad enough that it sounds like it's going to die, but hasn't yet. I did a total tune up and I removed the egr valve, cleaned it made sure the valve was moving freely, and put the screened egr vavle gasket back on (it ran bad a few years ago and the egr valve was gunked up and it fixed my problem so I thought it was worth a try). But the tune up, and the egr valve didn't fix it this time. I really hope I've given good information so someone can help me. Any advice would be appreciated.

While at it maybe I should check fuel pump psi. How do I do that on this model??

Thanks in advance!!

Z or W engine code?

Clear codes and get it rescaned for codes that come back and post back code no.
If EGR code comes back work on that end.
Check for stuck open or leaking.
Electronic or vacuum operated EGR valve?
How is the basic tune up?
Good AC-Delco plugs air and fuel fiter?
Cap and rotor and plug wires?
New Flat top or old style dist?
Check fuel pressure and post back readings.

O.K. I just took it and had another scan done. I guess I'm getting somewhere, the egr code is gone and now it only has P0303 which is a misfire on the 3rd cylinder. Here is a list of the things I did last weekend:

New Ac Delco plugs,cap, and rotor
New Ac Air filter, Fuel Filter, Oil Filter, PCV Valve
Radiator Flush
Oil Change
New Egr Screened Gasket, cleaned the EGR and mounting place with Brake Cleaner. I guess it's electronic, it's not like the old style egr's.
I didn't replace the wires this time, because that's where I started a few months ago, so they aren't that old.

The vin code is W, and I've owned it about 5 years, they had replaced the transmission only. So I'm sure it's probably old style distributor.
I'm not sure how to check the fuel pressure, I have gauges that were my grandfather's, but I'm not sure where to hook in.

That's about it, what else could cause the P0303 code. Any help is greatly appreciated, I would like to make a few trips in it this summer, so I've got to get it fixed.

First thing is it a steady miss or can you feel a engine miss.
Run a cylinder balance by disabling one cylinder at a time and see if no 3 is missing.
Check compression and switch plug and wires with another cylinder and see if miss moves to the other cylinder.
See if no 3 cylinder plug is wet or dry.

It's a pretty steady miss. It's very noticible while sitting at a light and from take off, and it does miss while driving, but the non mechanic people may not notice it, but I watch the RPM's and feel it pulling back like it wants to die, but doesn't.

I have great news!!!! Problem solved!!! The #3 plug wire wasn't connected all the way on the cap!!! Imagine that, I feel so stupid!! But I checked for light shows last night and it didn't have anything coming from it, but when I went tonight to check the plug and wire on that cylinder, the wire just slid right off the cap, wasn't snapped like it should have been. Thank you soooo much for your input.

I have great news!!!! Problem solved!!! The #3 plug wire wasn't connected all the way on the cap!!! Imagine that, I feel so stupid!! But I checked for light shows last night and it didn't have anything coming from it, but when I went tonight to check the plug and wire on that cylinder, the wire just slid right off the cap, wasn't snapped like it should have been. Thank you soooo much for your input.

You are welcome and thanks for posting back what you found and how it went.
We all do things like that sometimes.
GLAD ALL IS FIXED AND RUNNING GOOD.
MT