I like Clover pins the best so far. Be aware that there are multiple considerations for pins. For example, the finer the pin, the more easily it will bend. This is probably why the finest pins tend to come in the shortest sizes. If you want a longer pin, you need to go up in size a bit. For pinning applique, the best pin is probably very fine and very short (silk pins). For piecing, the 0.04mm pin in the longest length it comes in could be your best choice. For pinning a binding in place, a thicker pin that won't bend might be needed.
I prefer glass head pins -- the bigger and brighter the head, the better for me (so I can more easily see and feel them!) -- but only if the pins are sharp.
In my experience, Clover brand consistently delivers good quality, and not just in pins.