I've always put egg shells down the disposal. The "official" word from one manufacturer is:
Most forms of food waste can be put
through the food waste disposer —
bones from fish and poultry, meat,
large meat bones, fish scraps,
vegetables, fruit, egg shells, and
much more. Very stringy or fibrous
foods such as celery should be
avoided. Food waste disposers are
designed for food waste only and
packaging materials should not be put
into the disposer.
Given that this manufacturer says you can put large bones in a disposer, I can't imagine that eggshells would do any damage.
And as a practical matter, I've seen name-brand disposers at Home Depot for $100, so even if you felt you were shortening the life of your disposer by a small percentage by putting too much into it, it's not a big deal to get a new one.