1. Look at the color. 1943 pennies with a bronze color were made of bronze not copper and are actually very popular. There were very few copper pennies actually made in 1943 but they sometimes have some traces of gold color when turned under bright light. Copper Pennies were never released, but have made appearances on the market.
2. Check the mint mark. Most 1943 pennies minted in Philadelphia would have no mint mark while the copper ones would contain a D for the Denver mint. Pennies made in San Francisco will contain an S on both bronze and copper 1943 models.