I've seen the evolutionary argument on this subject. According to the theory; an egg would have been laid by an almost-chicken-chicken and the chick inside the egg would have been the first all-chicken-chicken, therefore the egg came first.
I personally think chickens came from outer space and landed on Earth in a giant egg (looking much like the egg from Mork n Mindy) so therefore I agree that the egg came first.
Nanoo, nanoo!