The Penny Change Dilemma

No matter what, I can't win when there's a penny owed me for change. I feel cheap if I wait for the penny, say after I give a merchant $4.00 for a non-sales tax $3.99 item. But I feel ripped off if the merchant hesitates in giving me my penny change. And if I walk away without my penny as if I didn't care, I berate myself afterwards for my false indifference. Maybe next time I'll just get another product so there's no penny change involved, and avoid this whole dilemma.