I pin baste. I do mostly SID quilting and so I plan in advance where to put my pins so they don't get in the way (often). While you can get special tools to save your fingers while pinning, I have found a wooden skewer to be just as effective (and MUCH cheaper). I have used the spray baste but didn't like the smell and I don't really have a place to lay out a large quilt and not have to worry about spray getting on other stuff.