When I pin-basted, I purchased the smallest bronze safety pins I could find at the quilt store. Bronze pins don't rust, and smaller pins are easier to push through the layers than large pins. I bought pins at the quilt store because I figured they would be sharp; cheap safety pins I have bought at Walmart, etc. can be exceedingly dull!
I think the size of my bronze pins is 0 or 00, and I could pin quilts using Warm and Natural quite easily with them. The only reason to possibly go up a size would be if you are using high loft polyester batting.
I bought my pins before curved ones became available, so not sure if curved might be better.
Are you absolutely sure you want to pin? I broke a very expensive walking foot when it got caught on a pin (one that I missed when taking them out) while I was FMQing. Started spray basting after that. Spray basting is much faster and also holds the layers together better than pins (because layers are in continuous contact with each other, whereas with pins they are in contact only every 4 inches or so). I would never go back to pins.