Are US pennies with D valuable?

Generally no more valuable than their Philadelphia counterparts. The Denver Mint produces about as many cents each year as does Philly but those coins tend to be released mostly in the western part of the country. If you travel to places like California, Arizona, Oregon, etc. nearly all cents have D mint marks.

There are a few D-mint cents from the early 20th century that ARE more valuable (e.g. the 1914-D issue) but these are long gone from ordinary pocket change.