If you do the install out of the case, you can flip the motherboard over and verify from the bottom side that the pins are all the way in. It's really obvious when one is only partly in. It's the easiest way to make sure the pins don't screw you up.
First time I did pins, I thought they were all in, but they weren't and my CPU temps were high. Since then if I do pins, I always install first, flip and check pins, then put the mobo in. But for my main machine I got a Xigmatek S1283 and thermalright bolt through kit. For the $5 or whatever, it's cheap insurance.