Yes, if you want real free-range eggs, find a local farmer and support them. The stuff in the grocery store is unlikely to be what we think of as 'free range'. 

At one time I had a small farm, and plans to grow heritage breed chickens for meat and eggs. They were out on pastures and in an orchard all day, only limited by fencing to protect them from hawks. It was a good life for them. I was looking into all the hoops I would have to jump through to butcher them on site and sell them to the public. It's really hard to meet all the health dept, food safety requirements, some of which are really intended for big operations, not small farms. The chicken would have been really expensive for the end consumer, and since we were in the middle of the 2008 recession, I finally bailed on the whole project.

Anyone who can afford to support local farms should. They don't just charge more because they are greedy, it just costs a lot more to produce chicken that way. On the other hand though, factory farms produce cheaper chicken so more people can afford it, and I don't think that is a bad thing either.