If on the road, I like breakfast on site. If staying a few days, I prefer to venture out. Why is it that the more expensive the lodging, the less breakfast you get? IMO everyone should offer free morning coffee!

Breakfast at the hotel can get pricy. Just got back from Paris and my hotel breakfast was 12 Euros each. Eggs would have bumped it up more. For that much you can feed TWO people at a sit down cafe (e.g, Paul's) with fresh squeezed oj (often the hotel does not offer fresh squeezed), hot drink, breakfast pastry etc. Even less if you do carry out or eat standing at the counter. I bought yoghurt and fruit and kept it in the hotel room mini-frig.

I agree with Loris, depends a lot if you are staying in a city or isolated in the middle of the country or in a suburb, also I firmly believe that the time of year makes a big difference.On a bitter winter day I would like to have breakfast in the hotel and then put on the heavy overcoat etc
Also let us say you are staying for one night in a city on a Saturday, in this case you should be aware that on Sunday morning many places servoing breakfast during week days might be closed.
Once in a small French town near Switzweland we did not tell the hotel we wanted breakfast when checking in, next morning it was too late because they apparently bought what it was needed according to requests. To our missfortune it was a Sunday and it was indeed difficult to find a place for breakfast.
That day we learnt a lesson.

Breakfasts in Scandinavian hotels are great... as mentioned, all the meat and fish and yoghurt and müsli and other healthy stuff... yum...