A relatively slow way to set money aside. Throw all your loose change in a bottle. For example, a 2 quart juice bottle.
A friend of mine told me that some banks will take change without requiring you to roll it up first. Sure enough, my bank does this, and there's no percentage charge like the change machines at grocery stores. You also get a decent workout lugging the thing into the bank.
Two quarts of metal weighs a fair amount.