If I'm a beach hunt, or relic hunting environment (ghost towns, cellar holes, ruins, old-town urban demolition), then no, I don't pass penny signals.
But if I'm on turf hunting for old coins, then Yes: I pass all shallow pennies.    Depending on the park (and normal depths of coins in certain parks) this depth cut-off for skipping can be 4" to 6".    
I know that some md'rs *bristle* at that.    They will say:  a) "Sometimes an old coin might be shallow", or b) "a big fat man's gold ring could read up high into the zinc or penny range"  or  c) " Why skip pennies ?  They add up after all"      
However, if  you hunt with those persons long enough, the proof starts to be evident:  They end up with scads of clad, and very few oldies/silver.