I agree with Maniac - invest in good quality pins. My mom gave me some she got at a yard sale (so I don't know what brand they are) and they're awful. It's like they're covered in microscopic slivers or sandpaper or something - they feel like they grab at the fabric.
My advise is whatever style of pin you do get, make sure they're nickel-plated. They are rust-proof and glide through fabric like a hot knife through butter.