My roommate has a cute corkboard for her pins and it works well. Mine are still on lanyards because I like to take them to the parks to trade. I am going to invest in a corkboard though for the ones I don't plan on trading. But I still like to take them to the parks to show off, so I haven't done it quite yet.
I also collect the country Mickey pins, and if I don't take them with me to the parks, I can never remember which countries I don't have yet. So another reason I just use lanyards for now.