There are many kinds of eggs that are more ethical than the cheapest eggs.
For instance: free range eggs as well as other kinds of cage-free eggs which involve more confinement than free range but less than battery hens.
Egg-laying chickens are also a good agriculture project if you have much space at all. It is totally possible in a light urban environment, even if the neighbors don't like the noise, smells, etc. The taste of your own eggs from chickens that eat grass, weed seeds, bugs, worms, etc. puts supermarket eggs to shame.