For perfect pinwheels, try putting 2 squares together, sew 1/4 inch all around the outside then cut on the diagonal twice to get for HSTs. Spin them around and you have your pinwheel. If you make the beginning squares a little on the large size you can easily square them up to the correct size.
There is a tutorial out there on this
http://www.youtube.com/watch?v=ekYpJzHoW6E