We love pressed pennies! It's my son's favorite souvenir now! As for budgeting for this, we just take two or three rolls of quarters each trip. And then we make the list of what we have when we get home. Then we add to it each trip.
Also, you'll want some of the quarter presses. They are more expensive, and don't fit in the penny press books, but they are still really nice to have, and still a bargain for a Disney souvenir!