We lost several pins one trip, especially the larger ones, some of which take two backs to hold on. I don't know how many times I looked down and saw pins on the ground that had fallen off of our daughter's lanyard. The locking backs that they sell in the park are inconvenient, since you have to have a tool to remove them, and the cast members don't seem to understand why you aren't giving them a back on the pin you are trading. Also, they are a brass tube that locks on, so they poke you when you wear the lanyard, too.
So, we started buying our backs on eBay, and will never use anything else. It is about $20 for 50 backs, which is about .40 cents per back. Not exactly cheap, but considering what pins cost nowadays I think they are worth every penny. Also, to alleviate confusion when trading with a cast member, I always carry a few rubber mickey head backs in my pocket, and when the kids want to make a trade, I have them remove the pin they are wanting to trade from their lanyard and put a rubber back on it. After they get the new pin from the cast member, the kids put their locking back on it and away we go.
There are several sellers on eBay, but here is the one we have used for years:
http://www.ebay.com/itm/50-Locking-...=743007910157612663&pid=100015&prg=1006&rk=1& . Super nice seller, easy to deal with, and when we did get shorted a back one year, they sent us extras with no questions asked. They sell them in larger and smaller quantities, too. Hope this helps someone!