I personally haven't seen much of a difference. I've tried farm eggs, store eggs, brown eggs, etc. I just buy the 36-pack clamshell package from the local grocery store these days.
Milk, OTOH, can have a HUGE difference. There is a farm north of me that pasteurizes their milk, but doesn't add any Vitamin D or anything to it. It tastes phenomenal, like how milk used to taste when I was a kid - you can drink it just to drink it, unlike the gallons you get from the store, which are only fun to drink with a cookie or whatever. But, the milk is dependent on finding the right fit for you, if it's something you even care about at all...I've tried a lot of farm milks & they were OK - better than say store-brand gallons - but the added vitamin-free milk I get from the local farm is just wowzers.
I'm still kind of on the fence about butter. I have a control recipe (cookie) that I use to test butters. I think my butter taste profile came from strongly-flavored margarine in the 90's, haha, so very few butters have that "buttery" taste I'm looking for. Lately I've been really enjoying Kate's Butter:
https://www.kateshomemadebutter.com/
Only downside is it's literally twice as expensive as store-brand butter ($5.99 vs. $2.99 for a 4-pack of sticks), so it's not as economical to use (I got through a LOT of butter).