Canada just cancelled their penny.
At some point in the near future, lead is going to get scarce for casting. I've certainly seen a reduction in WW availability. The EPA has made it clear for years they want to ban lead in all forms.
The somewhat obvious answer is casting zinc bullets. Right now the .gov spends 2.4 cents per penny, which leads me to believe the cent might be a cost effective source of zinc, being 97% made of the metal.
Bottom line, would it be prudent to keep pennies for future use? Zinc is only going up in price.