Pins, lots and lots of pins. Here at the shop we buy them by the pound.
We like the extra long ones with the glass bead on the top.

After two or three Kilt all your pins will have a slight curve to them. It comes from pushing a pin through 4 layers of Kilt Wool.

Alternately you can use Quilters Safety Pins. They are the ones with the bend already in them. We use the safety pins in areas where you want the pins to stay for a while and the straight ones in areas that you will be taking out often or soon.