via holes Edit
I have found a great and easy solution, #20 Brass Escutcheon Pins available online from eBay or other sources. The pins are slightly larger than sewing pins and not as hard. The ones I got are about 0.25 inches long. (.035" diam shaft .063" head) Cost about a 0.10 cents per pin.
http://www.electricstuff.co.uk/pcbs.html This riveting system is another way to do through-plating on dense PCBs. The rivets can be used quite easily on their own without the punch tool, just a pair of fine tweezers (and a steady hand...) http://www.megauk.com/through_hole_rivets.php
http://www.electricstuff.co.uk/pcbs.html Snap-off linking pins for double-sided boards, and pinning PCBs for drilling 2-up : Harwin part no. T1559-01, (Farnell 143-738) (RS 435-383) I'm told they are hard to find in the US, but can be ordered direct from Harwin (boxes of 2500 for US$32.33), and sample packs (100) can be ordered free from their website by quoting the part number.