These days I tend to buy from
ShopDisney one of their 'sets' which will run you upwards of about $5 a pin but 12 years ago when I first started, I purchased a couple small lots on Ebay after evaluating the pictures against PinPics and the seller's reviews. I don't really recommend doing that now since fakes and scrappers are way more common and you're less likely to get an honest seller.
My lanyard has historically been made up of pins I intend to trade, but before this last trip to WDW I picked up an ITA bag, which was amazing. It both showcased the pins I wanted to keep, and kept the ones I wanted to trade easily reachable. It was meant for a child, so it's super tiny and fits in my mini jansport, but worked perfectly for what I needed.
Honestly, I found the pin trading to be so much better at Epcot than at DL, but I also searched out hidden pin boards and did a ton of research for where to go to find good trading beforehand. A lot of the reason I find DL pin trading disappointing is that the lanyards are frequently filled with junk pins and make the experience a bit unmagical. When I buy sets from ShopDisney, I do so with the mind that someone will be trading for my pin, and I want to keep the experience magical for them as well.