I was also pretty suspicious about eggs. That is, people say that eggs not grown on a factory farm have much yellower yolks. I was like "pff, I think they are exaggerating."
Nope, that particular claim is true, it turns out.
I would say they are noticeable different colors...
Actually there is some science behind this. To paraphrase what I learned in developmental biology, chickens make "white" (I think it is actually pale yellow) and orange yolk. They make layers of the white yolk while it is day time, or while it is light out. They make layers of the orange yolk at night, when it is dark. Because factory-farmed chickens live in buildings with perpetual artificial day, very little of the orange is made.
Is it weird that I think about developmental biology almost every time I crack open an egg? Probably.
The real reason why I try to get eggs from farms is because I am trying to be ethically and environmentally responsible, but the farm eggs are quite pretty.