I found a 1943D Wheat Penny which appears to be made of steel. It certainly has no copper in it, whatever the metal is. Also the 9 and the 3 are larger than the other numerals. Is this penny of any greater value?
Yes it is made of steel. In 1943 the government made around a billion cents at the three mints out of zinc plated steel. Depending on the condition of the coin they can be worth from about five cents to a couple dollars apiece.