Fons and Porter sell arrow pins and I've found them for cheap at Tues Am, but still cheaper is the yellow flat flower pins, take a magic marker and draw an arrow on them...or leave your strip set in the machine at the end of the seam you just sewed. Then when you come back, you will always know you need to start that new seam at the end that is under the foot.
BTW, I think it does make a difference. Before I knew to do this I made some really bowed sets!