Some regiments use a hat pin as their kilt pin in memory of this, though it is simply decoration.
Can't say I have ever heard of any of the regiments using a hat pin -- the Black Watch uses tartan rosettes, the Argylls use the so-called "kilt panel", and then of course, there is also the standard-issue "safety pin":



More about the Argyll's "kilt panel":

http://www.calgaryhighlanders.com/kiltpanel.htm

Cheers,

Todd