If you bring the Negg Faerie your neggs at the Neggery, she will give you negg tokens. These tokens can be exchanged for magical neggs that may effect your pet somehow . The Snegg in particular is highly sought after for the stat changes it brings to your pets making neggs valuable. Ordinary neggs can be purchased in the food shop in Neopia Central, found by random event or obtained through a few other ways. This is in extension to being easily bought from other players through the shop wizard.
Rarer neggs are worth more negg tokens and so are generally more expensive but if you're seeking a magical negg that costs a great deal of tokens it may be more economically to buy rarer neggs. If you find a negg but aren't interested in using it then selling it is a good idea for some quick profit. Neggs are definitely easy to sell.