You don't have to buy a $30 starter set -- you can buy groups of Disney pins on Ebay for about $2 per pin, and you can use any kind of lanyard, hat, vest or anything to put your pins on. Go to odpt.com (the official Disney pin site) for an FAQ. There are also MANY threads on this board -- in the collector's area and the theme park area -- with more detailed info. I've been trading pins for several years (and am actually trying to get out of it because of the cost right now, but it keeps sucking me back in) and have found it a fun way to chat with people and make my Disney experience more interactive.
Erin