All pennies minted today are made predominantly of zinc; the small amount of copper they contain is in their outer coating which gives them their characteristic metallic brown color. But, before 1983, pennies were minted almost entirely out of copper. They changed for a simple reason: the copper it takes to mint a penny is worth more than 1¢. As of today, the metal in a pre-1983 penny is worth almost 3¢. (You can calculate the value of US coins at Coinflation.)
Now, it's usually pretty easy to tell the difference between the two; all you have to do is look at the date on the coin. However, it is faster and easier to use this simple trick: flip the coin, flicking it with your thumbnail. If it makes a ringing noise, congratulations! It's copper. A zinc coin will make a dull "tink" sound. You can use this to determine what a penny is made of without even looking at it.
For today's photo, a CFL blacklight (I didn't know they made these):