Scientists and philosophers now agree which came first: The Egg.

From the CNN article:

"Put simply, the reason is down to the fact that genetic material does not change during an animal's life. Therefore the first bird that evolved into what we would call a chicken, probably in prehistoric times, must have first existed as an embryo inside an egg. Professor John Brookfield, a specialist in evolutionary genetics at the University of Nottingham, told the UK Press Association the pecking order was clear".

This news article was written on May 27, 2006, quoting CNN.