The use of the kilt pin is recent and mostly decorative. The story goes that Queen Victoria was inspecting the troops and saw that one of them was having trouble with his kilt blowing in the wind, so she took one of her own pins and pinned it for him.

They are not very practical, but many (including me) think they look pretty sharp on a kilt. If you get a nice heavy one(pewter perhaps) it actually will keep it down a bit. Another reason for not pinning the aprons together is that it will force you to remove and reinsert the pin each time you wear the kilt, which will increase damage to the kilt. Eventually buy one for each kilt if you like them, and take them off only when you get them cleaned. Also, the clasp often comes open, so you'll have to innovate to keep from loosing your pin. Several members here have their own methods.