I use medium-heavy tension to find the binding pin and get settled on it, then reduce my tension to actually set it. Personally I like to feel the resistance from the pin as it moves into place (and there's a much more noticeable click as it sets), so I know where you're coming from, but it's important to find a balance. You can actually get away with ridiculous amounts of tension if you're careful with the pick, but you'd do well to find that nice grey area between heavy and light to avoid bending the shit out of your tools. Not only that, but it can be harder to differentiate between pin states if you're piling the tension on too much as well.
Look for an amount of tension that gives you the feedback you want, but doesn't cause you to struggle at the same time.
The way I do this is to push gently on the binding pin and reduce the tension until it moves with that amount of pick pressure. Once the tension drops enough for the pick to move it, you'll be able to feel the pin shifting, almost as if it's pushing back against you a little, until it pops into place. I dunno if I'm explaining this the best but hopefully you get what I mean. Basically instead of piling on the tension and forcing it, just push on it gently-ish then reduce the tension until it wants to move. Once it starts to shift under that pick pressure, hold your tension just like that and you'll feel your pin glide nice and smoothly until it sets.
Try this with a lock that has only one pin in it, then add each pin stack one at a time until it's fully pinned... it's a really good exercise; I wish I'd done it when I first started because it would've cut my learning curve down dramatically. Not only for the general technique, but for differentiating between pin states as well. Knowing the difference between a set pin and one that's binding is something a lot of people take for granted. So take your time, and don't add anything until you're 100% certain you've found the balance you're looking for. Tension and pick pressure should work together to get the most information from the lock as possible, they aren't meant to gang up on the pins and try to force them into place.
Once you set your first pin using this method, I usually find that from there I can hold that same tension without having to increase it for locating the next binding pin, but it depends on the lock. If you can't feel aything binding and increasing the tension doesn't help, then you've overset something and need to drop a pin or two. You should be back to feeling binding as normal from there.