Egg whites from the shell are perfectly fine, although if you eat a lot at one time it can get time consuming (since one large egg white is about 3.5 grams of protein)
The plain (pasturized) egg whites are a great alternative but they are more expensive, your basically paying for the convenience. Plus, pasturized egg whites can be eaten raw (if your brave enough, though ive heard its not good for absorption which is a whole other issue)