There is actually a Facebook group called "Hatching Store Bought Eggs." Many stories and pictures can be found there, for those so inclined to join. The blue carton "Happy Eggs" are preferred (in the US, anyway), along with plant 1267.
I actually have 22 blue carton Legbar and Marans Happy Eggs in the incubator right now, and at 1 week, I see no development whatsoever (they were 10 days old, not too bad, also plant 1267). Now trying to figure out what to do with 22 yolkers....

So, your mileage may vary.
Interestingly, all the air cells were in good shape. They are shipped hundreds of miles, but seem to fare much better than eggs shipped through the mail/post. I guess everyone but the post office knows to be careful with eggs.
Will I try it again? Probably not, but I wouldn't tell someone not to, either. Many are successful!