No, I don't pin baste. I don't want the holes that pins may leave. Rather, if I'm doing FMQ I glue baste, using a basting brush and Elmer's Washable School Glue mixed 50/50 with water. Otherwise, I thread baste for hand quilting.
Having said THAT: I am really struggling right now with an antique quilt top pieced by my great-grandmother. I am hand quilting it, and so I thread basted it. I used a wool batting (for the first time ever), and regret it. The batting is so poofy and slick that only the closest thread basting will hold the sandwich secure. Not happy about this. Wish I'd used cotton batting.