A general note about fried eggs: what you fry them in greatly affects the taste (this goes for regular sunny side up fried eggs, over easy or any of its variations, scrambled eggs, omelets --- or omelettes, if you prefer that spelling --- and anything else involving eggs and hot fat stuff in a frying pan).
Now the first question to ask about the aforementioned hot fat stuff is How Much? That's going to depend on how many eggs you're making, and how big your pan is. You get pretty good at eyeballing this kind of thing after a few tries, but a good rule of thumb is that you want the frying surface coated so the eggs don't stick, but you also don't want them to float.
The next question (and the reason I wrote this) is: What kind? If you like bacon and/or sausage, go ahead and make those first, and fry your eggs in the grease. Just be careful not to let the grease burn, unless you like your eggs with an extra-smoky flavor. And the no-floating-eggs rule is important here; if you've got a ton of grease, drain some out of the pan before tossing in the eggs (and go see bacon grease for ideas about what to do with any leftovers you don't cook eggs in).
In my experience, eggs are generally fried in butter or margarine. Both of these are excellent, but again affect the taste of the final concoction. Margarine (or whatever vegetable oil-based spread you subscribe to) tends to make eggs crispier around the edges than butter does. It also has a much higher likelihood of overheating and burning a little, again giving your eggs a vaguely charcoaly taste. If you're like me (and I know I am --- sorry, couldn't resist) this can be an added bonus: I tend to let my eggs, especially omelets, get good and brown, and letting the fat get especially hot in the pan before adding eggs counts as a head start in that direction.
Finally, there's olive oil. I've only started using this for eggs recently, but it adds a wonderful robustness to the overall flavor of the eggs. Also, if you're making an omelet with, say, mushrooms or onions, it's nice to sauté them a bit beforehand, and again, olive oil tends to bring out the flavor of the vegetables more than butter or margarine would.
Afterthought: Go read the advice in sensei's A Good Egg. He writes the truth.