Penny rims/thicknesses

I've noticed after a while that the outer rim on some pennies is quite deep, while on others it's only about half as deep. This isn't from wear because I can find both new and old deep and shallow. It also seems like every now and then I get a penny that seems thicker than all the rest, probably with a thicker rim. I know they're all supposed to weigh the same.
Is this something to do with the pressure used to stamp it? Is there any value here, something I should be sorting out?
Is this something to do with the pressure used to stamp it? Is there any value here, something I should be sorting out?