I always used to use pins on my hips too, one of the best cutting spots I've found. But I would not suggest getting into the habit, it's not an easy one to break and can leave you with a lot of scars that can never be erased. Try and replace this act with something else... Instead of cutting myself, nowadays, I have been working out. It gives me the pain, after a while, helps burn energy, helps to build muscle and stay fit, and is a great way to relax.
Maybe there's another method that will work well, but I haven't found one yet. I'm still looking though. Let me know if any of this works for you, or whoever else reads this post.