There are no shortage of road cuts and choss piles around that you allow you to practice nailing. Again, there's little point in leaving short pins, or knifeblades fixed unless you're going to damage the rock removing them. And that's where the practice comes in - if you're going to place them so your second can remove them you need to get picking the right piece down and not overdriving it (which you dont' want to do regardless). By and large in instances where I'm going thin and not going fix a piece I tend to lean more towards Beaks, Peckers, and old Crack 'N Ups rather than pins - they're faster to place and remove.
As far as pins rusting out on classic alpine routes, that's a bummer, but had they been bolts they'd be an equally worthless rusted stub given most were placed at a time when SS wasn't the norm. Bottom line is all fixed pro - bolts and pins alike - require maintenance and if they don't get it they end up trash.