I prefer to make an L around two sides of the blocks, and then add the top/bottom/3rd side to those outer edge blocks and then sew them in rows (ok, usually columns, I usually piece them the long way). I find I get the best results by keeping the pieces I'm sewing roughly equal, there is less drag than what happens when you try to piece a long narrow unwieldy sashing row.
On one of my current projects I used length of fabric sashing between the rows, you have to be careful to line up the rows that way, but it worked better with the fabric choice.
Edit: I do a lot more pinning than a lot of people, roughly every two inches. I pin perpendicular to the seam line using long quilting pins but quite a bit down from the seam line.