The great thing about egg shells is that you don't have to compost them in the traditional way (however, you can if you want to). They are also easy to save in the winter when five feet of snow covers your compost bin. Just wash them out, throw them in a bag and start collecting them until you think you have enough to start grinding.
Run them through your food processor or blender until they are finely ground.
Take them outside and start sprinkling on your soil.
I like to rake them in lightly so they don't blow away. Putting a sprinkle of crushed egg shells beneath your tomato, pepper and eggplant transplants is very beneficial as well. They are also apparently great for deterring slugs, cutworms and snails if you have problems with those garden pests.
If you don't have a compost bin or have never tried composting before, this is a great place to start. Happy growing!