Black smoke? 7-9mpg? You're running awfully rich.
If the HEGO heater relay(s) are missing, that's probably your problem. Should repalce with standard DIN relays, from what I've seen (maybe mini-DIN relays - check the sockets. A DIN relay is about a 1" cube, not including terminals - while a mini-DIN is half as wide.) No HEGO signal will cause the ECU to fail over into a very rich "limp home mode." (Not quite rich enough to cause cylinder washdown, but it can be close.)
If you've been running like this for a while, you're probably going to be in for changing your HEGO sensors as well - they'll have become clogged up with carbon.
And by all means - replace the cat! There's really no good reason to run without one, we don't need the Greenies after us any more than they already are, and the good designs (like those by, say, Random Technologies) can actually improve exhaust airflow slightly!