When I first got my quilt frame I followed the directions and bought t-pins - well, that didn't last long! They are way too thick to get through the fabric! So I switched to regular straight pins. I also have red snappers and use them for the backing and then I float the batting and quilt top. I run a straight line of stitches along the backing and batting and then line up the top to that line of stitches and then I stitch the top in place with a second long straight line of stitches. I use the straight pins to pin the backing to the leader that it rolls off of.
If I am quilting a big quilt, I don't use my red snappers because they take up room and I am using a regular machine with a 7 1/2" harp and every 1/4" counts!! Hope this helps.