Hmm, I have Sharon Schamber's beginning feathering video and in it she shows basting with #12 Perle cotton.
I got some and have tried it on a couple of small pieces so far. I like it MUCH better than pin basting. It's easier on my fingers both when basting and when removing the basting. Plus, there are no pins to get caught when I'm quilting. I think her method of basting is actually faster than pin basting too.