I use mine to pay for my shopping, but they've never been in a piggy bank. In other words, I use them up as part of my payment towards all cash purchases, so that I never accumulate too many of them in my purse.
DH, on the other hand, empties his into a jar. When it finally got full, last year, we did indeed use one of the machines in the supermarket. We reckoned that even minus their percentage, it was worth doing, and certainly better than paying both petrol and parking to take it to a place with a 'free' machine, or even our bank.
DS did actually suggest that we use the self-service checkout at the supermarket when doing a weekly shop, and just pour all our coins into the machine. He seems to think that the check-out machine will accept the change even if it's over the amount that is legal tender.
We weren't tempted to try that one - it's embarrassing enough having to get the assistant over for the usual problems, without risking jamming up the machine with an overload of small change, while those in the queue look on as it has to be emptied!