We don’t wash the eggs we sell, but you should.
A chicken lays an egg with a protective coating over the shell. This coating prohibits bacteria from entering the egg. It also serves to keep the egg fresher by drastically reducing the air/moisture exchange that can occur through the shell. Unless the shell is sullied, washing the egg actually reduces shelf life and increases risk of contamination. Commercial eggs, by the way, are washed by machine before being packed, handled, shipped, handled again and exposed all the while to air-born bacteria.
Like I said, we don’t wash the eggs we sell. You should, though, before you use them.
Read all about safe egg handling : http://www.askdrsears.com/html/4/T041100.asp