First, use pennies dated 1983 and earlier, they are made of copper. Later dates are copper plated zinc. The newer pennies can have silver streaks after being pressed, from the zinz interior.
Second, clean them before you press them. There are many ways to do this. I use tarnex, it's pretty potent stuff. Another alternative is to purchase uncirculated pennies, they run about $4.00 per roll, or 8 cents a piece.
Third, keep them clean, and prevent oxidation(tarnish, green rust). The booklets that they sell to store your pennies actually promotes oxidation, they will turn green within a year or two. The best thing for them is to keep them away from moisture and air.
If you're a true collector, I think the best way to store pressed pennies is inside those cardboard and plastic coin holders. The quarter size works well for pressed pennies. You can put them in a 3-ring binder using plastic pages that will hold 20 pressed pennies(in quarter sized coin holders).
Pressed coin enthusiasts (elongated coins), can range from the person that thinks that they are kinda neat, to the one that needs to have every one of them, with the perfect coin, finely polished, and displayed perfectly. I would call myself a collector, but I don't NEED to have any more. But it is nice to be able to tell what is pressed into the penny after you have it for a while.
