I have used both the pins and spray...depends on the project. I have used the spray ever since Sullivan's first came out with it, and have used all diff. kinds. It also depends on what kind of batting you use, as to how good it holds. I like using spray and use the small pins with the colored plastic clip-on tops on them. Then you can use the Quik Qlip tool and it doesn't hurt your fingers.
Haven't tried the Aqua Net yet, but have heard it works well.