I've been actively looking at my change these days, to the point where I ask to look at other people's change. Dan's granmother let me look through several bags of change she's been keeping for over a decade. And still the wheaties are hard to find, in comparison to all the memorial pennies out there.
I think in over a thousand pennies, I found three wheaties. And one Canadian penny, which I also look out for now.
I know wheat pennies aren't worth much right now, but maybe there will be a value on them later. It doesn't hurt to save them, in any case.