[LazyPup]

My first choice would be nails. Small finish head brads to be exact.

Given that I have large fingers that always seem to present themselves as targets for a hammer, i prefer to use a "brad pusher" to install the brads, it is much simpler.

A brad pusher is a simple little tool with a wooden handle and a telescoping metal tube extending out wo it looks like a screwdriver.
You drop a brad in the tube head first with the pointed end facing out, place the point of the brad where you want it and push inwards, voila', the brad is set and counter sunk in one quick easy motion.

you can get a brad pusher at any hardware store for about $5.