How much is a 1943 D MS 66 proof steel wheat penny worth?

The Denver mint has never struck proof coins. Until 1964* proofs were struck at Philadelphia, and in addition proof set production was suspended from late 1942 until the end of 1949 due to WW2. So, despite its condition your coin couldn't be a proof. Assuming you have had it certified by PNG or another grading service, an MS-66 '43-D would retail for around $50. If it hasn't been certified as exactly MS-66 its value could vary considerably. The fine distinctions that separate an MS-64 from a 65, 66, or 67 could make your coin worth anywhere from just $15 to nearly $100. Regardless of whether it's graded exactly MS-66 or a point or 2 on either side, it has to be a fantastic looking piece. Congratulations. (*)Proofs were temporarily discontinued during 1965-67, during the changeover to clad coinage. In 1968 production resumed but was moved from Philly to the San Francisco mint (S mint mark). Since then proof coins, mostly bullion and commemorative issues, have also been produced at West Point, NY (W mint mark).