Best advice is four-folded.
1. There are usually weekly pins sold Friday through game close on Sunday night. Buy at least 2-- 1 for yourself and 1 for trade. Wait a while (in a lot of cases a good long while), and someone somewhere will be looking for those pins. In general, costumes seem to be more desirable in trading than pins, so definitely buy at least 3 if you can manage (1 for you, 2 for trading later). Again, hanging on to these until they become more valuable is key.
2. Play the Host games and quests. Depending on what it is, you can either trade it right then for some valuable items or wait and trade it later. Of course, some are more valuable than others. I've watched Host pin value steadily go down in trade after the Jolly Roger pin, I'd say it was.
3. If you can, go to the parks, especially during holiday season, and complete the quests. The snowmen especially trade for quite a bit. I've been playing since November 2005, and I still can't trade for 1 of either color. Tried probably at least 100 times, and still no dice.

Even if you can't get to the parks, order the new Pirate pins from Mail Order once they're back in stock, if you like. You'll not only get real life pins, but also cards with codes for pirzes like the firewall, bird hat, etc. It's random though, so you don't know what you'll get.
4. When you get a chance, play the promotional game for POTC 2. You'll get a code, and it code be for 1 of 5 things. A poster, a chest, an organ, a skeleton monkey, or a Jack Sparrow costume. None are tradeable except the outfit. The Sparrow costume is still very hard to win, so don't count on getting one. Can't hurt to try though, seeing as it still trades for a lot. The link to that is somewhere in the Player's Guide here on the board, and I'm assuming Mail Order information is as well.
I feel your pain, though. Like I said, I've been playing since 11/05, and I still can't manage a trade for something as simple as a snowman (of course, everyone would be happy to trade me 1 for my Sparrow outfit... not happening on my end though! I didn't enter 1,600+ codes to win that just to trade it

). Good luck to ya!
