The EGR valve on a 1996 4.3L Chevy Blazer is located on the passenger side (right side) of the engine, near the back. It's usually bolted to the intake manifold. It's a relatively small, rectangular-ish valve with vacuum lines connected to it. However, the exact position might vary slightly depending on specific engine configurations.
To be certain, a visual inspection with the engine bay relatively clean is recommended. A repair manual specific to your year and model would provide the most accurate location and helpful diagrams. You can also find diagrams and images online by searching for "1996 Chevy Blazer 4.3L EGR valve location".
