Definitely not if your only interested in the albumin (egg white). However if you want to have a more nutritious, vitamin packed yolk to your egg then you definitely want to spend a little bit more and get the free range (organic) versions. The yolk contains all the fat, cholesterol and majority of vitamins and minerals. The yolk is a superfood to say the least.
If you're wary of your fat intake (even good fats, which is still worth being wary of) then I suggest doing what I do. Buy the cheapest eggs you can get to use as your egg whites, then buy small free range pack for when you decide your going to use the yolks.