It depends on what exactly you are doing too. So, when I pin a pattern down, I pin parallel to the pattern edge, because I have nicked a pin with scissors and damaged the scissors in the process. Some seams, I pin parallel (long straight seams for eg,), some I pin at 90deg (sleeve heads, gathering, tight curves etc), and some I do a mix of both. As long as it does the job, nothing is actually "the wrong way".