Yes, I use a basting gun. I find it holds the quilt sandwich together as well as safety pins, and the fasteners are easier to remove as I am quilting. I have been known to stitch right over them...with not to much damage to the sewing needle, and can still nip them out with fingernail clippers afterwards
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I use the Micro Stitch by Avery. It has smaller fasteners and a much smaller needle then the regular basting gun. This means a smaller hole through the fabric and the smaller fasteners hold the quilt sandwich tighter. You will have to resupply yourself with the fasteners. They are not too hard to locate. Both our LQS and the Keepsake Quilting website carries them. I tend to use more fasteners with Micro Stitch then with safety pin basting because they are easier to apply. A handy trick is to use a marble which you can easily roll around under the quilt sandwhich to lift up the area your are basting (a must...to protect the guns needle). The marble (I use a bingo ball...slightly larger and of wood) can be pushed around with your fingers from the front of the quilt sandwich. This is easier then trying to move the plastic grid that you usually have to use with basting guns.
I might still be on the floor basting a quilt, but it goes together quicker and I don't end up ripping up my fingers pushing and closing safety pins. The only downside is you will have the ongoing expense of the fasteners.
Hope this helps.
Mary