how many different pennies are there?
LOTS! You will find them all over the place, we saw one in Mexico in Epcot, sometimes in the stores (DHS and MK), hotels, near Thunder Mountain, near Space Mountain....they are everywhere!
We did the 2 quarters and 1 penny stack in an M&M tube and then had another empty tube to keep the pennies until we put them in the books.
The pressed quarter machines cost more (obviously) and we stuck to just pennies.
They also have electonic ones as well as ones you can hand crank (my kids loved these). There seem to be more electronic ones than the hand crank...
I thought there was a thread before about locations, or you can google it and there may be a list of where to find the machines.
Here are some URLs to help you:
http://www.parkpennies.com/wdwwaltdisneyworld/wdwpennies.htm
http://www.presscoins.com/
We also get these on other vacation trips....Sea World, Boston Aquarium, etc. Even found one at a rest stop on the Mass Mike where we got a Red Sox pressed penny....
Once you start, you will notice them everywhere. It's a nice (relatively inexpensive) souvenir. There are also debates on what type of penny to use. Some say older ones (they are made of a different material), that you clean before you go to make them shiny. I did that and it was a PAIN, they weren't that shiny, and they didn't come out as nicely as the new shiny pennies. So, this year, I will get a roll of new shiny pennies for my M&M tubes.
Happy Pressing!