I don't wash them until I eat them and only if they need to be.
If you are going to give them away then you can wipe off the smudges before hand.
Some people actually recommend using sandpaper for the dirty ones but I have not investigated that further.
Others say to wash your hands, dry them on a papertowel and then use that towel to wipe the eggs, they claim that is as wet as you should use.
The stores do wash them but it takes the bloom off of them, they then reseal them with something.
THe person that posted about washing the eggs and storing them is correct, without the bloom or seal odors will get in there and it also will cause the egg to lose its freshness through moisture loss.
My feeling is this, if people want farm fresh eggs then they should expect to have to wipe them off. It in no way affects the egg, the dirt does not get inside and the eggs are far better than the factory washed and sealed that they buy at the store.
Its better to try to prevent the eggs from getting too dirty in the first place, although it may not work 100 percent.
Keeping the nest boxes clean will help alot, keep adding fresh shavings to them, as will collecting the eggs as soon as possible after they lay.
I guess its going to boil down to your personal choice.