I really enjoy making pickled eggs, and if you look around here you can find my post on making spicy pickled eggs. Like it was mentioned, using smaller eggs helps them pickle faster, I've been wanting to use quail eggs for a while, just haven't had a chance to find any yet. I also prick them with a fork before I put them into the jar, its not likes a exact science, but it seems to help with the brine absorption.
My general rule of thumb is to make your brine, more than you need, and get it to a gentle boil, turn it down to a simmer, and pour it over the eggs that you have put into your jar while the brine is still hot but not boiling, seal the jar tightly, flip it upside down and let it cool to the touch, then put it in the fridge for at least a month before eating them.
I tend to use either the large pickle jars that you can get large pickles in after the kids and myself eat the contents first, you can get around 30-40 eggs in those, or the quart canning jars, which will handle about 12-15, depending on the size of your eggs...
I prefer a spicy eggs, but have enjoyed beet eggs, garlic eggs, and many others, it really just comes down to what sounds good to you. Try it with 2-4 eggs as a sample batch, and it it is good make a huge batch and serve them with some beer at your next BBQ...