I buy my, safety pins, by the gross from here:
http://www.cleanersupply.com/product...y+pins&x=0&y=0
None of the different sizes have ever rusted on me. However I also LOVE this and it can't rust as it uses plastic:
http://www.overstock.com/Crafts-Sewi...5/product.html
Best of all with that the holes are so small you can't see them. The holes from even the smallest pins are a little larger. Anyway best of luck with whichever way you choose to go.