Hello From Texas. Starting This Coin Thing With Pennies.

Key dates are 1909-S with and without VDB, 1914-D and 1931-S.

Anything with a D or S and a date before 1927 are harder to come by (1917-1919 being somewhat of an exception). 1930-1933 are also relatively scarce.

If you look at mintages, you can get a pretty good idea which coins are scarcer (lower mintage = higher scarcity).

KenKat said it nicely on the Lincolns, ill literally add my Two Cents worth on the Indian cents, previous to the Lincolns. This series is from 1859 to 1909.
The key dates are 1877, 1909-S, the semi-keys are 1861, 1866-1872, 1874-1876, 1878, and 1908-S. The better dates are all 1859-1865, 1873, 1879, 1894, and 1909 (plain, no mint mark). Most of all the other dates are more common, with the dates 1880-1890 being a little better than post 1894 dated ones which get quite common, respectfully. It bears to mention that beyond all these dates, there are a multitude of varieties that an experienced dealer/collector can fill you in; here on this website we will be happy to help.

The fyi on the small cent previous to this is the very popular flying-eagle cents of only 1857 and 1858. These carry some good value, and even has a couple of nice varieties. (There is also a very rare 1856 flying-eagle, of only 2000 struck )

This should help a bit for your collection.

Thank you for the responses