With my childhood Sheltie, Abigail, I always used a slicker. I didn't even know a pin brush existed. It was fine with her coat. But then again I was like 12. It was my job to groom the dog (my aunt, who was the breeder, taught me what to do) but I'm not sure how well I really did. Abigail had a nice coat, but it was never as thick and fluffy as Buffy's.
I initially bought a slicker with my current dog, Buffy. She did NOT like it as a puppy and squealed whenever it touched her skin. When I tried it against my arm it left scratches. So after some research here at the forums I bought a Chris Christiansen pin brush, which worked great and she liked it much better. (She is great about being groomed now.) I now have a Madan pink brush, which is also great and a bit cheaper.
I feel like the pin brush gets further down into the undercoat and is less painful for the dog if the pins are polished. Buffy has such a fluffy coat I don't know that a slicker would cut it. I use the pin brush pretty much every day or every other day. Investing in a good one is worth it, I think. It's really the only brush I use regularly and it can be used for line brushing. I gave the slicker to a shelter.