They quit making copper pennies in 1982. Right now they're worth like 2.5 times thier face value I believe. If you type in "copper pennies" on ebay you'll see people selling 100$ worth of them for like 175$.
So, in 1982 some were copper and some are copper clad zinc. Unless you want to weigh each 82 you get, you are safe to save all the 1981 and older. WOLF