If you wanted to be completely legal, would it be a problem to deface US pennies in Canada?
No. Other than that it falls right in the same category as the mental midgets that show up her proclaiming that they just spent $$$ on a fast twist barrel for their .22, and want to know who has Aquila SSS in stock, as happens, it seems, on a weekly basis around here...
It pretty much indicates a lack of homework on the part of the poster. US pennies went cheap too. Zinc with a copper wash. At one point they were worth more as scrap copper, so a lot of the copper ones have vanished.
And they would still be a crappy source for your raw stock because if the thickness variations.
Point being, if you are going to spend the time and money, spend it on something that requires materials you can get, rather than materials that you either cannot get, or are no longer common. Ever read any of the books that tell you that old Winchester Single Shot rifles are cheap and common, and make good varmint conversions, or that surplus Mausers are a good source for actions for the home gunsmith? More information that was current in the 1950's.
Copper sheet is readily available, as is brass shim stock. If you really want to make jackets or gas checks for large calibers, those would be materials to look at and plan around. Same with Aluminum sheet stock, whether flashing or bought for the purpose.
Worth looking at the Swaging sub forum on castboolits. There is some interesting stuff being done with pistol cases and cut down rifle cases, as jackets for larger cal rounds.
The two Corbin Brothers' sites are worth looking at. Swage.com, and rceco.com. Wait times are long, prices high, and other than the waiting time, I have never found anyone that had a bad thing to say about their products.
Cheers
Trev