Preface:

Pinning is this really valuable tool that everyone ignores. People think it's a joke. In actual fact, pinning can do a lot of damage - not physically, but to the output of squads? yes. Let's explore, using the wondrous magic of mathhammer.

How pinning works 

Pinning is a very simple rule mechanic. If a weapon with the pinning rule causes an unsaved wound then the unit who took a wound must take a leadership test. If the unit succeeds, nothing happens. if they fail, the squad is forced to go to ground and thus can't perform any meaningful action in the next turn. (they can fire snap shots, which could do something.) Multiple pinning tests can be caused per turn, but simultaneous shooting can only cause one. 

How to make pinning work 

Pinning is often overlooked because it doesn't come up often, and when it does come up, there's usually a minimal chance it'll have an affect. Against the right targets - units that can survive a large amount of firepower and overwatc but want to be in combat, a successful (well, failed) pinning test can be a game winner, especially for shooting armies like Tau. 

Before I begin to explain the more complicated parts of this mathammer, let's make basics clear. 

Leadership 1 and 2 fails 97% of the time 
Leadership 3 92% of the time
Leadership 4 83% of the time
Leadership 5 72% of the time
Leadership 6 58% of the time
Leadership 7 42% of the time
Leadership 8 28% of the time
Leadership 9 17% of the time
Leadership 10 8% of the time

This means you need a pessimistic 13 pinning tests to ensure LD10 is pinned, Ld 9 still needs 6 - but this number is drastically reduced for even LD8 - where you only need four tests to ensure a fail. after that, 2-3 tests will ensure a fail in any given situation. 

Unfortunately, causing six tests on LD9 is usually enough to kill the potentially assaulting squad (terminators)*
or reduce it enough that it isn't a threat anymore (MEQ.) This means pinning finds its effectiveness against units who don't have the resolve of space marines. This is the ever popular Guardsmen, Fire Warriors, Out-of-synapse homargants and small squads of orks. 

I think the most important part of this tactic is that you have to realise that it won't always work, but sometimes it will debilitate your opponent. Most importantly, always force your opponent to take a pinning check if he has one to take. Pinning can never work if you pretend it simply doesn't exist.

* Before someone misinterprets this, I'm aware you can't pin on overwatch.

How to get Pinning in your army.

The very easiest way to produce an army that puts out a reliable amount of pinning is Tau. There are two ways to go about this. The first is Sniper Drone Teams, as snipers are BS5 and have long range. 9 sniper drones averages 15 hits at 24" range and 6 wounds - as well as 1.5 rends. 6 wounds means your target is bound to take one wound on average (except, if he has FNP.) Throw in an Ethereal and put three sniper drone teams behind an ADL and you're looking at .62 rends and at least .52 wounds, you should cause 3 pinning tests even at 48" range. This means you can pin even the most hardy non-fearless target by turn four, and most by turn 2. 

Another option is 14 gun drones and a commander with a Drone controller (I think a pair of burst cannons is best here - adds to the anti-infantry build.) Two of these units wounds T4 15.55 times, meaning it causes at least 2.5 wounds (not including commander's 8 shots.) Thus, two squads of these units coupled with the sniper teams (even without an ethereal, they put out enough firepower to cause a wound a turn.) costs about 1094 points, provides all the anti-infantry firepower an 1850 list would need as well as ensuring you can slow an opponent on their way to your lines. (It's also very mobile, save for the markerlights on the firesight marksmen, meaning it can keep its distance.)