Disney makes/sells pins that you can wear on your clothes, a hat, or lanyard (or buy a special bag). You can do as I do, and buy what you love and keep them, or you can trade what you have for other pins, either with fellow pin trading guests, or with any cast member.
If you're going to do it, hit an outlet first and buy whatever (Disney made)pins they have for cheap. It doesn't matter if you like them, you just trade them for stuff you like in the park.