Well, I never buy eggs at all (just because I don't like them, not for any moral reasons), but even if I did I wouldn't bother with free range. It always amazes me how people can get up on their high horse about these sorts of things and still make it so obvious they haven't actually bothered to read Michael Pollan's books, since it's from his work that the contemporary concern with food is derived. Pollan was the author of the book that Food Inc (the documentary which kicked off the current craze) was based on. And if you'd read Pollan's work, you'd realize what a scam "free range" eggs are. The conditions that "free range" chickens are raised under are almost identical to those that caged chickens are raised under.
The requirements for getting the "free range" label by the FDA are such that the chickens only have to be allowed out of the cage for a certain portion of their lives. They grow up in the exact same living conditions, and when they are older they are allowed to roam, but by that time most of the birds are so set in their ways that it is actually very rare that any of them venture out into the yard.
Now, if you're buying your eggs directly from an institution which has been researched like Polyface farms, then yes, you might actually get eggs from chickens which are raised free. But if you're buying "free range" eggs from a grocery store you're just getting ripped off by corporate interests which know that they can take advantage of the public's naivete and feelings of guilt. If you want to avoid buying eggs from chickens raised under abhorrent conditions, your only option is to either not buy eggs or to actually take the time to research who you're buying the eggs from (and don't think that just because you're buying at a farmer's market means you're in the clear, YOU HAVE TO RESEARCH!!!!!!!)