From what I have been told the eggs we get from our chickens are hard to peel when they are fresh. If they sit for a few days it makes it easier. I have read some other posts about how to do it sooner but can't remember. Sorry.
I boil mine on the same day they are laid with no peeling problem at all. What I do is boil the water first. (Sometimes I add salt to the water) Once it is at a full boil then I add the eggs and then boil them for 14 minutes. Take them out and put them directly into a bowl with ice and water for a couple minutes. Once thats done I take them out and peel - No problem at all. (I have brown eggs and blue EE eggs, so color is not a factor)
There's a thread on the FAQ page about several ways to hard boil a fresh egg.
My shells are definitely harder than store bought, as well. Actually, it seems to me that store bought brown eggshells are harder than store bought white ones. My preference for brown is because I figure with harder shells they should be a little fresher tasting.