As far as I know EFi boards will not be out until the begining of next year, but I do know Gigabyte already announced a P67 board with EFI, but no AM3. Asus is also working on EFI and will probably realease them around the same time.
what motherboard right now on new egg, has EFI and AM3?
None as far as I can tell. EFI is Intel's pet and I've never seen it on any AMD boards. Some Intel server boards have EFI or its successor, UEFI, though. It's funny that server boards would be the ones to use EFI/UEFI as many servers run Linux, BSD, or some other Unix and the Unixes don't need EFI/UEFI to boot from HDDs bigger than 2.2 TB. They can do it with an ordinary BIOS.
Also, AM3+ boards are not out yet. I'd expect to see some show up at trade shows in a handful of months as desktop Bulldozer is slated to come out in the spring.