3M makes a Scoth Matte Finish Removable tape that would work well. It has a blue plaid. Carol Doak recommended it when she did a workshop at our guild. I got mine at Office Depot. It does not gum up your needle, is removable. Great for repairs or for putting together long designs.
I have been using double sided tapes to keep them in the correct placement. I also pin using safety pins. My favorite method is Sharon Schambers herringbone stitch thread basting. I mark on the golden paper, this allows me to do more intricate patterns then what I was able to do before I started using the golden paper. We can not use any type of airsole due to asthma problems.
Okay everyone, I just had an Aha moment. I am quilting using the golden paper for marking and have been wrestling with it and dealing with tears. I glanced over and spotted my bright colored 1/4 inch tape. You know the one used for marking rulers when you want to make repeated cuts? Anyway, I cut a small piece off and then pinned through it. Voila, no more paper tear and plus I can see immediately where the pins are. People will probably recommend adhesive spray, but I don't like it. I don't have windows and well it smells. So for those who prefer using pins, this works great.