Pennies and such I keep in my wallet and try to spend them again as soon as I can. I know that if I take them out, I'll never be bothered to put them back into my wallet and spend them. Self-service check-outs at supermarkets are great for getting rid of spare change. No one looks at you funny if you use lots of coins, and you're not being a nuisance by making the cashier count everything.
20p, 50p, £1 and 2 go in a little pile on my bookshelf, to be spent at car boot sales and in charity shops.