One of the nice features of working in Eclipse with PyDev is that clicking F3 you can browse into almost anything. However, if the package you're using is contained in a Python egg, that doesn't work.
Is it possible to make it work?
If not, would it work to extract the egg's contents into site-packages and delete the egg? Wouldn't some metadata be lost?
Actually, what you're saying should work (i.e.: doing F3 on a reference to a file within a zip should open the file properly).
So, this was actually a rather critical bug when dealing with zip files in PyDev (which I've just fixed and is already available in the current nightly build -- it'll be released for PyDev 2.2.3).
For getting the nightly build see instructions at: http://pydev.org/download.html