Installing LT's and LS6 manifold without tune.
 

What's going to happen? I'm going to install both at the same time. Am I just going to get a SES light? Any adverse effects other than that until I get a custom tune which will be shortly afterwards?

Can I delete AIR and EGR first and then install?

Nah, you will be fine. A tune will help though, but its not needed.

AIR/EGR can be deleted at any time. Just plan ahead...if you are going to pull the AIR/EGR before buying headers, then you got to get the race style headers. If you delete them afterwards then you are going to need to buy some block off plates. You will get codes from getting rid of the EGR/AIR and maybe a code or two from the headers. Just have a scanner handy when you go start up the car after the install.

Scanner, for what?

Finding out what codes get thrown...autozone does it for free as well.

you will run 20% or maybe even more lean (on my very mild setup LS6 intake added about 7%avg more air, i've seen 5-15% lean conditions out of headers). you NEED a tune, badly.