Alternating hourglass blocks (with lots of contrast) between your pinwheels will give a really cool, 'set on point' look. It's a bit more creative than merely adding sashing, IMO.
Here are three quilts done this way:
http://1.bp.blogspot.com/-Zy9-VO8NMS...0/IMG_1621.JPG
http://thelittleredhen.typepad.com/....18af5a9970b-pi
http://1.bp.blogspot.com/-tUszdLcXHt...0/P1050387.JPG