Rocket City makes (made?) these great pin clamps. Here's a link:
http://www.hobbylinc.com/gr/roc/roc55.htm
It's basically a little black disc you put on the end of your pin that uses the pressure to clamp the piece in place. I've been using them for years, and they save so much hassle. They're no longer on tower's website, but you can probably get them from your LHS!
Use 'em, they're great!
Reid