Both banks means that it's very improbable that the Oxygen sensors are the culprit (it is much more likely one will go bad then both, especially at the same time.) The EGR could be the problem, but I would doubt it; you would get a CEL for the EGR sensors before you would for the banks running lean (this is probably applicable to the Oxygen sensors, too.)
When my car developed a lean problem (both banks, like yours, at the same time), it turns out that there was a Vacuum leak on the PCV valve system; I replaced both the valve and the vacuum line and my lean condition dissappeared. There could also be an issue with the fuel system, though; the lines could be clogged or frozen, or the pump could be dying; but hey, why not check the cheap and easy stuff first?
BTW, my vacuum leak sounded like a mechanical sound, almost like small gears whirring very fast. The hole was huge, I could fit my finger in it; it was irritating to find, due to the layout of the intake system on the Duratec. Sadly, the PCV valve is all that much more difficult to get to on your 2000; I wish you luck in finding the problem.