I use binder clips found at Walmart or any office supply store. They work just as well as the binding clips sold at quilt shops or the hair clips.
http://www.quill.com/quill-brand-ste...romoCode=20099
I have also used hair pins like these:
http://www.sallybeauty.com/Metal-Curl-Clips/SLNCAR19,default,pd.html
I love using either one!