I drill the pin hole nearly through and drive the pointed pin down until it hits the mandrel that I have it on sand just starts to bend then clip it off and mushroom the head which also mushrooms the other end and no way will the pin loosen up file off and it hides itself so you can finish the band from there.
ben
What Ben is talking about is "Peening" the pin over, much the way we used to install rivets back in the day. This works well, and is how I pin most of my bands on. The only difference is that I use JB weld to bond the band on before I pin it.
As for pins, I use brass welding rods I get from the local welding supply store. They work well, and don't cost much. You can also get them in aluminum. I prefer the 1/8" rods, and I drill my hole just a size smaller and grind a small taper into the pin, which acts like a wedge and keeps the pin from slipping out.
Bob