Once I discovered basting spray, I have never gone back to pinning. I use Dritz....$7.97 at WalMart. It holds well and washes out great with both poly and cotton batting.

I was taught to spray lightly to hold everything in place, then pin. Recently I tried just spraying, but the layers started to come apart as I quilted. I'm a bit wary of using a lot of spray -protective of my new, expensive machine!

I too use pinmoors.
http://www.pinmoor.com//

I use 505 combined with pins. I've used other basting sprays and they are way too sticky and clog your needle. I use the alcohol swabs (you can find them in the drug store with the diabetic supplies)to clean the needle.

I buy the June Tailor spray from WM; it's a whole lot cheaper and to me it worked better than 505. But I'm not not knocking 505 because I can be impatient so I might not have given it enough time but the WM is as good and I need the savings.

Thread basting for me. Can't stand inhaling all those fumes from spray basting
and I hate pins - not good for my carpal tunnel either.