We lost so many pins last week I don't even want to think about it lol (it was our first time trading and I went a little pin crazy buying them all in the park). I'm very curious to see what other more experienced traders suggest!
I ended up buying locking backs for the pins we knew we wanted to keep. I also bought a package of new rubber pin backs. I learned that the traded pins were often the most likely to fall off as the backs were loser due to having been taken off so many times. Whenever we traded a pin I'd usually grab a new back out of my bag to use.
Other than that we just got on the lookout for falling pins, checking pin backs, etc.