Holy cow, I wrote a book!
Commenter Boris mentions that
he uses NJ Transit to get rid of his excess pennies.
But what do you do if your area isn't served by NJ Transit?
I use the self-checkout line at the grocery store.
The machine has a slot for accepting coins, and you can drop
pennies in there until your arm falls off.
I don't do this when the grocery store is crowded,
since this holds up the line.
(Yes, banks also have change-counting machines,
but using the machine is overkill
when you have only thirty pennies to get rid of.)