you should try buying In bulk directly from the farm.
www.eatwild.com has a directory but it's easy enough to find local farms outside of that as well. I usually get anywhere between 12-15 dozen at a time. Typically It's even cheaper than buying conventional from the supermarket. The eggs at least, pretty sure free range / pastured chicken Is always going to be 2x the cost.
There's certain delicate fats that are heat sensitive. Same Is true for many animal foods, heat denatures the fats. It seems eating them raw maximizes their bio-availability. There's also a certain healthy glow I get from raw sashimi using high quality fish that Isn't there when cooking It. Similar sort of thing I guess.
A few nutrients and minerals can be heat sensitive like Vitamin b6 among others as well.
There's a lot of benefits to cholesterol In terms of hormone production, heat also oxidizes the cholesterol which probably Isn't the most Ideal.
For me personally I think It's probably the raw / bioavailable state of the fats, cholesterol and other nutrients that seem to create a more powerful effect. In my own experience as well, raw eggs seem to be the best source of protein for me. But maybe It's more than just produce contributing to the improved gains. Just my thoughts though.
Nothing wrong with eating them cooked. When I have them, about half the eggs I eat are cooked. It's nice to throw some raw In there too though, esp the yolks.