For pin trading, I buy off of ebay (recommend seller thinkerbelle102, whom I have bought from 2 or 3 times). I buy a large lot of pins, then we go through them at home to choose which ones we want to keep and which to trade, then we get there and have pins which are free and clear to trade. We take about 10 pins to the park each day and that's our allotment.
I decided to do this after one trip of buying a $7 pin every time my DD saw a princess pin she wanted to trade for, and it was ridiculously expensive to do it that way.