I've been doing pin woven projects on a cardboard base for a while now and really like the flexibility it offers: any shape and size is possible. Also all the edges are finished the minute you release the piece from the loom. The weaving is done with a darning or weaving needle. It is terrific for making samples to test sett or colour combinations before you commit yourself to a large project. The basic process I use is described on this blog post: http://ruthsjacketproject.blogspot.com/2010/10/my-sett-ruler-and-pin-woven-samples.html
Just the other day, I discovered that if I raise the ends of the warp up from the cardboard by just a little bit, the whole weaving process is much easier. All I do is fold a strip of cardboard (from a cereal packet or similar) in half and insert the warping pins through that.
Is anybody else using pin weaving? What have you learned that makes it easier?