Commenter Boris mentions that he uses NJ Transit to get rid of his excess pennies. But what do you do if your area isn't served by NJ Transit?
I use the self-checkout line at the grocery store. The machine has a slot for accepting coins, and you can drop pennies in there until your arm falls off. I don't do this when the grocery store is crowded, since this holds up the line.
(Yes, banks also have change-counting machines, but using the machine is overkill when you have only thirty pennies to get rid of.)