There are different views on this subject, as you've already noticed.
The hen puts a last layer on the egg right before laying it. It is referred to as the "bloom" and if you watch as an egg is being laid, it will look wet, and then dry very quickly. When you wash an egg, essentially you wash that protective layer off with the poo or urates you are trying to get rid of. As the bird passes the egg directly from the oviduct (I believe) to the nest, the poo/urates actually get onto the shell from the birds' feet. The bloom helps to keep bacteria and dirt from entering the porous shell.
People often do not wash eggs, because they don't want to wash away the bloom, but the other camp wants to wash any dirt off.
I don't usually wash my eggs until right before I am going to use them. If I am selling or giving away eggs, I just check them over, and remove any obvious dirt with a dampened paper towel. The temperature of the water is just slightly warmer than the egg so that the particular part of the egg I am cleaning will not contract (which happens with cold or cool water) and pull dirt into the interior of the egg through pores in the shell. There are also people who will say to use a particular soap to clean the eggs, which you don't necessarily have to do, and those who say not to use water, but to use a fine grit of sandpaper to buff away any dirt.
So, as you can see, it is totally confusing, and you just have to decide what you are comfortable with. Mother Earth News did a study a few years ago, regarding how eggs keep best. Refrigerated, sitting at room temp, etc. There may be info in that article regarding cleaning, if you are interested. I believe it is available online.