I've never heard of the ziplock/penny thing, so I did a little research.. Some folks say leave the bag open, some say close it. Some say no pennies, some say one penny, some say two or three, some say about 20... Some say fill the bag all the way, some say fill it halfway.. The weird thing is, I didn't find much in the way of people saying it doesn't work...most said it works great!
Based on what I was reading, the bag of water apparently looks differently to a fly than it does to us humans... They have a zillion little eyes, and somehow or another, the clear bag of water apparently refracts light in such a way that it appears to a fly to be a gigantic spider web. Some say that the shiny penny makes it look even bigger to the fly, and that the penny will look like a big ol' spider in the middle of the web.
Needless to say, flies aren't big fans of spiders and webs, so they steer clear.
Or, at least...that's the theory.
I might try it.
I think I'll probably fill the bag most of the way, drop the shiniest penny I can find into the center, then close it and nail it up to where light can pass totally through it...seems like that would get the best refraction going.