I remember when we were speculating how the game was going to be played from various press releases, user gamesurf suggested that maybe the game is played like Duel, where you cover up all the choices you think could be correct. If you don't cover the right choice, the game is over, but if you do, you lose any pennies that are covering wrong choices.
This would help solve my biggest issue with the game, namely that the contestant can spend 1 penny to remove a price, but the producers are the ones in control of which price is removed, so spending a penny may not help at all. For example, if the range is 0.99 to $5.99 and the item is clearly around $4-5.99, I'd feel a bit ripped off if I spent a penny only for the 0.99 option to be removed.
Having that Duel-like gameplay to have the option to cover up potential prices would solve this, as it would mean the contestant is fully in control of how their pennies are spent and how useful they are to them. If a contestant chose to auto-win their way to the $6000 step by covering all of the options in the first two steps, they'd spend 3 pennies on incorrect options and be left with two pennies for a potential 50-50 play at the $6000 step, which I think is reasonable given it's a similar amount to what is won on normal pricing games.
I would keep the 2 (or maybe even 3) pennies cost for an incorrect choice though, so the game can't end on the $1000 step.
I agree with the bailout options being an issue. Perhaps it would work better by removing the bailout option altogether and only having the $6000 and $25000 values on the board as 'safe levels'. The $1000, $3000 and $12000 values would be removed and just be steps between the safe levels. I don't think every game has to have bailout options for the sake of it.