A couple of people have mentioned vending machines not taking pennies. We can roughly conclude from this that the owners of vending machines do not think pennies worth their while. They have much greater economies of scale than individuals for "rolling pennies," but they don't do it. Tailsteak mentions rolling pennies, but he fails to compute its cost.

I had assumed the cost would have been related to the volume of the coin storage in the machine relative to the associated stock.