My kids started pin trading 2-3 trips ago and LOVE it. I also go on ebay and buy inexpensive pins before getting to the park. A lot of times you can spend only $2- $3 a pin if you buy a few at a time. I normally do a "Disney Pin Lot" search and then it's cheaper than buying them one at a time. I get like a 'grab bag' since the designs don't matter - the kids are going to trade them anyway.
One thing I did learn though, for my kids, is not to give them all the pins I bought at once. I normally put about 2 new ones on each day we are there. By getting a few at a time, it keeps their lanyard with new pins to trade and they don't seem to bug me as much to buy at the Park. (Not to mention, they are not as heavy from day one) Then on the last day, I will normally buy them one nice pin from the park (like a special one - that might open, or 3D or light up - something cool). By the end of our trip, the lanyards are pretty full and it is always their favorit souvenier.
Buying the pins online is a huge money saver! But beware, like the previous poster said, and look for the disclaimer that says no sedesma, etc. I ordered some for our trip in 12 days and loved the person I ordered from. The pins were very nice and we even got some hidden mickey pins and cast lanyard pins. If you would like their ebay name, just pm me. (It is not me or anyone I know - I just liked what I received)
Sorry for being so long. Hope I could help!
Amy