To me they do taste a bit different, but hard to put in words. I've cooked them for the kids and didn't tell them though and they never knew the difference.
I found the duck eggs we had to not really taste that much different, but they were definitely richer because of the larger yolk. For baking, I'd make sure to weigh the egg, as some things can be affected by the addition of too much extra fat.
For baking they are Great...I had them scrambled and it tasted earthy to me. Mine are on the pond and I guess always foraging along the banks so that is what made a difference someone said. if I had them stopped up they would not have that earthy taste.... I'll see in a few days all over again....