From Michael Pollan in Omnivore:
"Apart from the high color of the egg yolks, these eggs looked pretty much like any other eggs, the chicken like chicken, but the fact that these animals in question had spent their lives outdoors on pastures rather than in a shed eating grain distinguised their flesh and eggs in important measurable ways. A growing body of scientific research indicates that pasture substantially changes the nutritional profile of chicken and eggs, as well as of beef and milk. [...]
Perhaps not surprisingly, the large quantities of beta-carotene, vitamin E, and folic acid present in green grass find their way into the flesh of the animals that eat that grass. (It's the carotenoids that give these egg yolks their carroty color.) That flesh will also have considerably less fat in it than the flesh of animals fed exclusively on grain- also no suprise, in light of what we know about diets high in carbohydrates. (And about exercise, something pastured animals actually get.) But all fats are not created equal- polyunsaturated fats are better for us than saturated ones, and certain unsaturated fats are better than others. As it turns out, the fats created in the flesh of grass eaters are the best kind for us to eat."