Almost 20 years. Pumps hadn't been invented when I was first diagnosed.
What made me switch was being able to gain better control of my blood glucose levels. Luckily, my endocrinologist had been to a medical conference and exhibition where pumps were being displayed. He thought that I'd make a good candidate for trialling pump technology for the area in which I live.
No, it's not uncomfortable at all. If anything, it's even better than having to inject multiple times each day.
I change the sites myself, as, I believe, do the vast majority of pump users.
The site, where the cannula is inserted, can be in the normal injection sites that you might use if you're diabetic. Personally, I tend to use my abdomen (tummy), small of my back ... near the sides, my buttocks, or my thighs ... when I can be bothered to shave my leg. (The shaving helps with the adhesiveness of the sticky part that holds the cannula in place.)
I learned based on my knowledge of how various insulins work, and through trial and error. I'm sure you'll realise [realize, if you are, indeed, one of my American cousins] that once you've had a hypo ... particularly a severe one, where you lose consciousness, you don't want that to happen again in a hurry.
There are, of course, new technologies involved with pump technologies these days, including CGMS (Continuous Glucose Monitoring System), which can keep a track of what your blood glucose levels are doing at any given point in time. This is, however, another expense that you'd need to bear in mind, and it IS rather expensive. Some pumps on the market now are waterproof, meaning you don't need to disconnect them for showering/bathing or swimming. Some are even tubeless, meaning there's no tube between the pump and the cannula ... they fit directly to the insertion site.
Please forgive me. I had intended to say that if I've missed anything out that you particularly were interested in hearing, don't hesitate to contact me. (Click on my avatar/photograph and send me an email.)
Pump user since 1998.