When I re-rigged Odyssey a couple years ago, I used an assortment of wire rings and cottor pins to secure the clevis pins on the turnbuckles. I figured one must be better than the other, so I asked on the SailNet Pacific Northwest Sailing mailing list. There is more experience and more opinions on that list than just about any where else.
In this case, however, they were pretty much in agreement. Use the cottor pins.
So I will.