Ribbons instead of pins, and such.

[MacMillan of Rathdown]

Basically the kilt pin has evolved from an actual pin used to hold the front apron in place, to a purely ornamental item. In the 1914 book "The Kilt", by Loudon MacQueen Douglas, he recommends a silver-mounted "claw foot" kilt pin for evening wear, and a large sliver "safety pin" (a blanket pin, actually) for day wear.

As far as placement is concerned, the lower you place the kilt pin, the less effective it is in preventing the kilt from billowing. I find that the kilt pin is most effective about a third of the way up from the hem of the kilt and, despite what many of the pundits have to say on the matter, on a really windy day I pin the front apron to the kilt. As long as you remember to unfasten the kilt pin before taking off your kilt, you are unlikely to sustain any damage.