So the silver war nickels were minted from 1942-1945. They can be distinguished (often by their color) by a VERY large mint mark over the dome of Monticello on the reverse.
These are valuable in very high grade, but in low grade the melt value of their silver content is currently about $1.50. So sort out any silver nickels.
The older stuff has some value in high grades. (I look for details on Monticello on the reverse... even new from the mint you usually won't see steps on Monticello, but you can see details in the windows and pillars.)
As for special stuff, 1939-D, 1938-S and 1938-D are hard to come across. There is a doubled Moniticello on some 1939 coins. There is a mintmark error on some 1942-D coins. (1942-D are non-silver... 1942-S are silver... 1942 coins from Philadelphia were minted in both varieties. The "Type I" has no mintmark and is nickel-alloy. The "Type-II" has a P over Monticello and is silver-alloy.)
The last thing I would keep my eyes peeled for is a Henning Nickel. They are VERY valuable counterfeits. They were made with dates of 1939, 1944, 1946, 1947 and 1953 (but rumors persist that other years may exist). The easiest to spot is the 1944 because it has no mintmark over Monticello. This is the coin that led to Henning's detection. You can identify the other years - usually by a defect in the "R" in the word "PLURIBUS". You can search the forum or web for photos.
Good luck - have fun!
(edited mistake in identifying Hennings)