There are those who like super clean, shiny pennies and they'll clean older pennies with a pencil eraser or by soaking them in ketchup but rinse thoroughly or the pennies will start to corrode.
Others prefer pennies that aren't quite so clean, they feel that a little bit of dirt makes the image stand out / contrast better.
Here's another tip that I've heard but haven't yet tried: One of the cylinder type containers from the M&M mini's candies is said to work very well for carrying the coins you need for pressing pennies. You can stack up stacks of 2 quarters and 1 penny so you're not fishing through pockets & purses trying to find the right change. It's all ready to go. I don't know how many quarter/penny stacks one container will hold.