Scott,

The kilt pin, theoretically, serves a practical function of weighing the outer apron of the kilt down, helping to prevent inadvertent lifting of the apron; it is not intended to attache the apron to the kilt. I would not say that it is universally worn but rather, that it is traditional worn and by a high percentage of kilt wearers.

I believe that it's not really required to ware one but it is quite acceptable to wear one. Now, the kind you wear is another story... from a simple blanket pin to a gaudy jeweled Victorian or perhaps an animal part (horn, claw etc.), there are many, many choices.

Nile