However, if one is wearing a traditional kilt made from even medium weight cloth, and wearing a typical kilt pin, which may only be a few ounces at best, the amount of weight added to the kilt apron is really insignificant.
I'm glad Matt posted that, because it's exactly what I was going to say. For kilting-weight cloth, with the extra thickness at the fringed end of the apron, it already weighs enough to hold itself down pretty well. The kind of weight you'd need to add to make a significant difference would probably be very annoying to have pinned on there.

And consider that even if the wind blows the corner of your outer apron up... so what? The inner apron still covers what's important, and it's wrapped all the way around to your left side and buckled in place, so it's not going anywhere.

I've pretty much gone to the simple lightweight "blanket pin" style, just for looks. Wearing the ubiquitous heavy pewter sword-style clan crest pin wasn't doing it for me. It would bounce around, flop from side to side, and generally annoy me. Going to a lighter kilt pin made it more comfortable, and my outer apron stays put like it always has.

I also think most people (well, most Americans anyway) wear their kilt pin way too low. They seem to think it's supposed to go at the very bottom of the apron. I don't know if there's a 'rule of thumb' on this, but I usually don't pin mine any lower than the third-point of the apron. Like so: