Naw, you can't loose pennies. If you did how could stores make you think you are getting a better deal by charging 9.99 in stead of 10.00. I suppose they could charge 9.95, but that doesn't look like MegaSavings to me. Besides, a nickel is too valuable to flick at people, or to toss of tall buildings, or to derail trains with. Also nickels just don't work to well in the Roll-A-Penny machine.
When I was stationed in Korea, AAFES did exactly that. They found that the few rounding errors they couldn't get rid were much less expensive than shipping pennies from the US. I didn't miss them, or even realize it until I had been there a few months.