I normally roll them and as has been said hang them whenever possible.

A further question from me is, due to the increased awareness of airport security I recently packed all my kilt pins in my suitcase even the one from the kilt I was wearing. This was fine on the outward flight, and I did the same on the way home, when I unpacked all my kilt pins had gone. Are they confiscating them or have they just been knicked?
Cheers Rhino