Are you asking about pinning when you are ready to do the quilting? I safety pin every which way.. Are you asking about pinning as you piece? I only pin when piecing the rows of already pieced blocks together. In other words as I piece the blocks, I do not pin .. once I get the whole row sewed together I pin to the next row. And I pin when putting on the borders, very long pieces..
I pin perpendicular to the edge as it is easier to pull the pins out as I am sewing. On occasion I pin parallel to the edge, but I always seem to get more puckers or torqued fabric that way