Luckily the conbini shops have machines that do take them and allow you to dump a whole handful of change in at once and will give change back in the minimal configuration. So my recommendation in Japan is when you buy something at the conbini, dump all of your loose change into the machine, then pay the rest with a ¥1,000 notes and you will get the minimal number of coins back.
Oh, and you can throw the ¥5 coins into the local shrine for good luck. :-D