Let me give you a little experience I have gotten over the decades building and repairing firearms.
With the exception of some highly polished and rounded pins ( and some roll pins) and all non steel pins of course- the steel punch is the best and proper tool for the job.
That comes with several qualifiers though- any one of which is a game changer
Most "punch damage" I wind up repairing has come from the wrong type of punch used the wrong way. Not whether it is steel, brass or nylon.
A "pin" can be tapered ( inserted usually from right to left especially on European guns), have a catch or held by tension of parts ( and of course corrosion and deformation)
Some other pins are a light interference fit ( like the pivot pin on many doubles)- don't drive those, press them
Make sure your pin is correct as to type and there is no mechanical adverse binding thing like rust.
Use a "starter" punch for resistive (they are stubby and less flex)- when it moves- use a drift punch to drift it out.
Almost always, damaged pins come from damaged punches and improper technique- not the metal.
Ensure proper diameter and roundness, make sure you flatten tips with a jig and not by hand, don't hot grind and change temper or finish
Don't use or try to save bowed punches
Use the shortest punch for the job (minimize deflection)
Use the proper size ( just undersize from the diameter)
If its bound- don't beat- head to the press, something's wrong.
specialty head pins do require specialty punches- don't substitute or try to get by.
High end finishes will require a non marring layer ( brass can mess up many finishes too)
Follow Wayne's advice on where to get them and don't scrimp on punches or drivers for guns
Use a bench block and always level the weapon and punch at 90's
Wear glasses ( safety)
Follow that and you will be fine