Also try basting glue sticks. I use Sew Line. Its a pink "pen" with a stick of glue in it which is either blue or yellow. Once dried it is colourless.
Refills in packs of 2 are also available. Its fantastic stuff. In some cases thats all you need - for example if you have turnings onto a stiffened base then the glue would suffice.Though I prefer to use it as a basting glue and like precaution of hand sewing over it as well.
Its used by Quilters for their tiny seams before sewing down instead of bulky pins.
Also, Steam-A-Seam is my best friend!! ;-)