Organic fibers, soft yarns, cashmere and merino PILL. That is the reality of the situation. The more natural and soft the fiber the more pilling. This is not an issue if you defuzz.
There are a number of good battery powered pill removers found at Brookstone and at The Container Store. You can also acquire a stone similar to a pumice and de-pill using that or a fine-tooth comb will do the trick.
Go gently you only want to catch any and all pills with out harming the rest of the yarn.
I typically do not clean my wool sweater every time I wear them. First, I always layer so that the wool is not directly against my skin. This prevents any sweat or deodorant stains. Second, I always air out my sweaters, I have a screened in porch and I hang them out after I wear them. I spray them with a Lavender Linen spray and only dry clean them once or twice per season.
I do find that for wools dry cleaning may be better than hand washing. It seems to reduce some of the pilling. I know there is a trade off between the cost and chemicals of dry cleaning vs. hand washing so that is the reason I do try to only clean them once or twice per season.