Unless your local bank demands it, I just take them to the change machine at my credit union or the Walmart - no need to roll them anymore.
My credit union does it for free, Walmart (of course!) takes a small fee for letting you use the machine; I seem to remember it was a couple of bucks on a $200 cash in last time I did it.
Some banks have free coin exchange machines and you just dump the coins into the machine. Ours used to have one but it broke down too many times and they got rid of it.