I have not personally tried this but heard it on the radio last week.

Fresh eggs are very hard to peel. Here is the solution that was given for the perfectly peeled egg, especially if it is fresh. Rather than boil it, preheat your oven to 325 degrees. Cook the egg for 30 minutes. Run it under cold water. Should peel perfectly. It was also suggested that to prevent the egg from rolling around you could cook it in a muffin tin. It seemed like a lot of work to me, but I guess if one was making deviled eggs and needed to cook several of them and have the shell come off easily, this would be a good tip.