I wouldn't say we collect pins, but we buy the ones we really like, usually about three to four each on a trip. Usually my youngest buys the most, sometimes as many as five or six. I figure, sure, why not, it's cheaper than shirts!
When we go to the parks, my youngest will wear a lanyard so he can trade with the CM's. My oldest won't wear pins (ruins his cool image), my wife wears maybe two or three on her shirt, and I'll wear some on my hat. I've never had anyone ask me about the pins on my hat, which is okay, since I don't trade pins.