KT suggests that once you establish where to purchase your boxes of coins and where to dump them, then try out a few boxes of every denomination, just to see what you like...like several boxes of pennies the first week, then nickels the second week, etc., until you get to halves, then a box as you can afford it, cycling your money until you have at least run through 6 to 7 boxes. Keep records of your finds. Then consider the results, the ease of working with the coins and dates, and handling. You will find something you like and dislike about any denomination of coins you deal with.
KT likes halves because larger coins are easier to work through and see the dates, but a lot heavier to transport! Everyone is different. Once you settle on a denomination, then learn everything you can about those coins..key dates, common mint errors to watch for and generally how they are graded.
There are books on every denomination with very detailed info. By a little bit of study, you can become a local expert on that coinage!