Some chinstrap and gentoos also construct nests out of stones. The stones help keep the eggs above the surface when the rookery floods from melting snow. Adélie, gentoo, and chinstrap penguins are known to take stones from other nests. read more
the male penguin will find interest in a female penguin, the male will then scurry off to find the ‘perfect pebble’ not just any pebble. whenever he found one good enough and gift it to the female as an offering to see if she will mate. sadly, it doesn't always work. penguins get rejected too. read more
Penguins give rocks. Not just any rocks, though -- male gentoo penguins search through piles of pebbles to find the smoothest, most perfect ones. When a penguin has selected his pebble, he presents it to his intended companion. read more
Pebbles are very important to penguins as you'll see here: http://youtu.be/UCTfEaGcw5o; youtu.be/px9-eBAdteM (can't add link) As you'll see there penguins do give female penguins pebbles, but not as a token of affection nor because they are shinny. Pebbles are gathered to form a proper nest. read more