Pinning Tip - No Pins!
I hate to pin. I stink at it, so I only do it for things that are absolutely necessary. It never lays as flat as I want it to, and never seems absolutely secure. I much prefer to use wonderclips, but even then, sometimes it's just more effort than I think should be needed.
A small piece of Double Sided tape works wonders! I was making a bunch of HSTs and Flying Geese yesterday, and put a small piece on either side of the stitch lines, and they held together perfectly! Bonus: I was ironing them today and noticed that when I was removing them (easily) that they're still sticky so they can be re-used. A roll of the tape is only a couple bucks, and I'll get tons of mileage out of one roll. Obviously it won't work for certain things, but it was great for this use!
Note - don't stitch through the tape or iron it. It'll gum up your needle, and possibly melt.