I hate the "wiggle" in my rear A2 1/2 MOA rear sights.  I can't really tell if it effects accurcy yet, but it just annoys me.  Have any of you tried drilling and pinning a rear sight?  Any other suggestions?  I'm thinking a cheap quick fix might be a shim on one side.

That sight does not wiggle, unless you want to do it by hand. It was adopted and pushed into service by the USMC riflemen because it is very accurate. It's a spring loaded system and has to do what it does to be as good as the in excess of over a million in service have succefully provided troops and civ's. over these many years. In other words don't try to fix something that ain't broke.
Good shootin, Jack

Nope, it won't affect accuracy.  Don't worry about it.

Well, that's "one less thing."  Thanks fellas.

Firstly, make sure your rear sight has a spring loaded ball detent pushing along the left side and "canting" the whole elevation motion in a counterclockwise direction.  This should be a very strong action, and spring firmly back in place when you let it go of your fingers.
2nd.  If this is not so, replace the spring with a longer/heavier duty spring.
An alternative to a new spring, is to use the longest of the three that are components of the rear sight, or, drop a short length of appropriate diameter drill rod (make from the smooth end of a numbered drill) into the hole before re-installing the original spring.  This should "stiffen up" its counterclockwise bias.