Advice on hatching eggs please

[pinkmagic1]

We have recently acquired a small, basic incubator and the kids and me are excited about trying to hatch our first few chicks.
We currently keep a couple of Polish bantams but are not too fussed breed wise, so we plan to get some eggs from our local city farm. The flock there are a colourful, mixed lot with plenty of cocks, running with the hens so I figure the eggs have a good chance of being fertile. However if we buy some eggs from there the chances are they may have been sitting around for a couple of days in an egg carton, is this too long? Also when we get them home, do we put them straight in the incubator, or do we leave them for a few hours to 'set' as I seem to recall reading you had to do? If so what are the best conditions for this? Any other advice greatly apprieciated.