I haven't seen this one posted yet - If you have a block with many, many pieces (Or an applique block) lay out the pieces and iron onto a piece of freezer paper, one piece of paper for each block. This way you can cut out multiple blocks, have them ironed onto the paper and the pieces won't go flying everywhere if they get knocked about. They stack up very nicely.
Another tip, use the 'bell' shaped pierced earring backs to put on the end of your pins when the pins need to stay in your project for awhile. They help keep you from getting stuck so much. You can get a package at WM for a reasonable price.