For attachments, I will use either magnets or post-and-clasp fasteners, both attached with epoxy to the back of the pin.

I've got all kinds of pins...I really like to make my own gear whenever possible. I can't get to my photos right now, but some things I've used include:

polished antler
key fob medallions with the loop ground off
ceramic discs with St. Andrews cross made at the pottery shop
Star Trek communicator pin

I'm working on one right now that will be an oval piece of wood with a Native American flint arrowhead inset flush with the wood.

Unusual kilt pins are a great way to "mix cultures" and let a bit more of your own personality show. I think it adds a sense of individuality to the outfit, and tells the "viewer" that you aren't just wearing a cookie-cutter "costume".