With respect to Mr. G, I believe the penny experiment is a bit misleading. Quite often people inadvertently suggest that there is some mystical property of nature that is intimately connected and in some way effected by nothing more than a persons knowledge of it. From a philosophical or spiritual viewpoint, you're free to explore that possibility. But from a purely scientific viewpoint, it's definitely not the case.
When physicists talk about the fact that the act of observing the microscopic world changes it, they do not mean that somehow nothing more than a human beings newfound awareness is responsible. They mean that to observe it, you have to DO SOMETHING TO IT. For example, to observe an electron you would have to bounce photons off it, and those photons effect it's motion. Mr. G's glass of water experiment describes the same principle.
I may be wrong, but here's something similar to what I'm betting inspired the penny idea. If you were to fire a beam of electrons at a barrier with two slits cut out of it, you would of course expect some to go through the right slit, and some to go through the left slit, assuming of course that the beam isn't too narrow. If you were to place a phosphorous screen behind the barrier to record the impact of each electron and block one of the slits, you'd expect to see a particular pattern emerge. Block the other slit instead, and the same basic pattern would emerge on the phosphorous screen behind that slit. But if you were to repeat the experiment leaving both slits open, even though you might expect to see the same pattern form behind both slits, you will actually see a different pattern that is indicative of the idea that matter is both a particle AND a wave. In other words, as the waves of electron particles emerge from each slit on thier way towards the phosphorous screen, some wave peaks overlap, some wave troughs overlap, and some wave peaks and troughs cancel each other out.
Now if we were to repeat the experiment yet again, with both slits open, but slow down the beam of electrons to the point where we are only firing one at a time, the same pattern will still emerge on the phosphorous screen if you wait long enough. Particles, separated in time, are still able to cancel each other out.
Because of this, many physicists now believe that even though you might expect each electron to pass through either the left OR the right slit, it actually passes through both. In fact, it is believed that an individual electron, as it is fired at the barrier, simultaneously travels, or sniffs out, every possible trajectory in all of space before it arrives at it's final point on the phosphorous screen, and the final path it chooses to actually take in arriving at that point is the combined effect of every possible path there is.
This seems even more ridiclous than a penny bouncing in two different directions at once in a dark room. If you turned the light on, you'd know once and for all.
So, in the case of the electron, why don't we just look at both slits and find out which one it travels through? You can of course, but you'd have to fire photons at it which would change it's trajectory. It has been shown that if you disturb the experiment just enough to determine which slit the electron passes though, you CAN find out which slit it passes through, but you'll no longer see the wavelike pattern emerge on the phosphorous screen. Instead you'll see a pattern that suggests that each electron IS actually passing through only one slit. So, in the dark, when nobodies watching, electrons go roaming through every point in the universe simultaneously, but if you turn the lights on, they seem to stop and behave more in line with what you'd intuitively expect. If this isn't absurd, I don't know what is. However, I still don't believe that this is because nature changes it's behaviour just because we happen to become aware of it at a certain point in time. That's probably not what Mr. G was implying anyway. It only changes when we do something to it. Although I can usually bring myself to accept all manner of quantum outrageousness, the idea that a penny visits jupiter on it's way to the ground is a hard one to swallow (again, I'm sure that's not what was implied). It does follow a final path in the end, just like the electron, even when the lights are off. It's just nothing like what we would expect.
I hope that clears things up somewhat fabled_dreamer, although I fear that because I couldn't think of a simpler or briefer way of explaining it, I've done more damage than good, lol.