Pinning is a good habit to get into if you're assembling metal models, especially if you're putting them on scenic bases. My FLGS carries pinning sets. I use the GF9 drill, but I really hate the stupid thing. The mandrel doesn't grip the drill bits well enough, and tends to slip. I haven't found a better option for hand-drilling yet, so I'm still using it. The nice part about it is that it comes with the perfect gauge wire to make the pins out of.
You can also use a Dremel tool or something similar, but while much faster, is dangerous and difficult. I have done both hand-drilling and a Dremel tool, and I recommend hand-drilling over that.
Once you have your holes drilled, just cut some pins out of wire, and glue them into the holes and greenstuff as needed. It makes a significant difference in the sturdiness of your models. Like all prep work, it's tedious, but it's worth it, in my opinion.