With some seams, I pin both sides of seam with small thin pins, like embroidery pins. The bigger pins, at least for me, create too big of hump sometimes. I've done what feline suggests and start at seam, sew one way, check seams, and flip and sew the other way. I do it this way exclusively with mini quilts.
Early on in quilting life, I realized that I would swing to the left at the end of sewing a seam...making it less than 1/4" inch. This makes joining inaccurate. I recently started doing this habit again....so I use a stiletto sometimes to make sure I stay straight. Another QB member recently reminded me of this when I was struggling with a pattern.