On our last trip, we tried trading pins with CMs and LOVED it. We are ALL hooked - DS3, DS8, DM75, DH48, and me(38)!!!! So, it's definitely fun for the whole family.
I bought a total of 30 pins on ebay and then the first night at WDW, we sat at our table and took turns picking and making some trades with each other. We all swore we weren't going to trade at the parks (we'll just maybe one or two). Well, we all traded most of our pins - it was just so much fun and there are so many cute ones. We all pretty much ended up sticking to a "theme" or two and trading away.
We all bought lanyards at the park, but no one liked wearing them. They have a good deal where a lanyard with 4 pins (for trading) is $25, but we really didn't like the feel of the lanyards on our necks. I ended up keeping the kids in the front of my backpack and my DH and I bought pin HATS. If you're even possibly going to wear a hat - this is a great idea. Buy a pin hat at WDW - you get a few pins and a hat to keep all your pins on.
Oh, ok I was going to pass on my ebay advice. I didn't buy "lots" of pins off of ebay. There were always some in the lot that I just didn't like (and didn't want to be stuck with). What I did was buy off of sellers that had a store or multiple pins up for auction. Most buyers will have free shipping on multiple pin purchases or maybe .25 for additional pins. I found that was a great way to pay an average of $3.15 per pin (incl s&h) and still get Disney pins that I liked.
Well, have fun and keep looking on ebay (just don't bid against me - hee hee).