That would depend on how big your practise squares are. If they're 24" or less, I would just pin a bit and sew around the whole outside edge about 1/2" in from the edge, then take the pins out.
For larger area squares, I would use whatever type of basting you'll use on your quilts. That way you'll get used to a: working around safety pins and learning how close you can/can't get to them before taking them out.
and b: for spray baste, you'd get the feel of the fabric, and a sense if your needle is getting gummed up or not.
Happy practising. You'll love it.
Make sure to check out www.freemotionquilting.blogspot.com It's Leah Day's site and she's my guru for FMQ