Well, in comes the guy with the dissenting opinion
There's always one isn't there?
In my opinion, pinning is a waste of time and more trouble than it is worth (told you I had a dissenting opinion) It can cause your barrel to crack (not only from the pinning but from the filing of the pin and sanding it smooth) , the pins can get loose and fall out, Sometimes they look ugly on a band because you just can't get them flush and blended in (though I have pinned stainless with brass and copper pins and that looks sharp)
But really it's a personal choice and pinned calls look like the old school and you take care and pride in your work.
I just believe there is a much better way to put bands on a call. I even wrote a short tutorial on it and it is posted here in the forums and on the main page of the site.
Believe me, I tried pinning, and pinned all of my bands for a couple of years because everyone said it was the way to do it.
Since I have changed the way I put them on, I have never had one come off. Never. Period. Never cracked a barrel, never had a band that would not polish out.
But really, it's up to you which way you want to do it. As long as you stand behind your calls, and are ready to fix a band if it does come off, then use whatever way you are comfortable with.
The only caution I would give you is to be very careful with expoxy - especially the Devcon 5 minute brand. It is not water proof and it will dissolve in water. If you use devcon, use the 2 ton long cure stuff.
Good luck and good turning -
Al @ THO
The great part about this hobby is that there is no "right" or "wrong" way to do stuff, just what you are comfortable with and what works for you.