I only skimmed this thread, so sorry if this has already been said.
I have a lot of chickens and sell eggs for $3/dozen, which is fairly common around here. I used to think the $5 -$6 farmers market price was outrageous, until I looked into selling my eggs through a local CSA.
You must buy liability insurance ($300 - $600 dollars per year). And if you want to actually set up a booth in the farmer's market, there is a hefty yearly fee, a requirement to attend so many meetings per year, and of course, you need to sit there for several hours so you are giving up your time. And if someone is paying for organic feed, that adds another cost.
When you buy those eggs at the farmer's market, you are not just paying for eggs, but for eggs, insurance, someone's time, membership fees, and production cost. I'd rather feed my excess eggs back to the chickens than go through all the hassle, but I no longer feel like those high prices are a ripoff.