I have read in more than one "how to sail around the universe" style book that using a length of 3/32" TIG welding wire, or tapping the hole and screwing in a small machine screw are superior to cotter pins or rings. I haven't tried either of these methods yet.... I have been using a mix if cotter or split rings. It depends on whatever seems to fit the hole "best." The shroud turnbuckles always end up getting a dose if rigging tape, which isn't applied directly to any of the stainless parts so it shouldn't be a problem.
In any event, rings, cotter pins, TIG wire or even nothing at all is superior to those jam-nuts I see every now and then. What a bad idea that was!