I pin whichever way my machine likes in order to keep the two pieces together when sewing. In addition to the regular pinning - both sices of the seams, I also sometime put a long pin at the seam to keep the under seam going in the same direction as the feed dogs sometime twist it. The idea is to pin up/down; back/forth, sideways, or whatever to keep the seams matching.
Most of this kind of advise is based on what the person has found to work for them.