I have a Dexcom CGM and I think it's a very nice way to keep track of how your blood sugar is actually tracking over the course of a day. The calibration is not too big a deal; basically once every twelve hours after the initial two fingersticks when you insert the sensor.
The sensors are rated to last for 7 days. I, and I know other people, wear them for longer, and I get better results in the second week of use as opposed to the first.
The biggest change I have seen to my daily life is a realization of how food intake is affecting my BG. Since I've gotten the CGM, I've made it a point to bolus earlier for meals and to eat lower-carb meals to help flatten out the BGs over the course of the day.
For supplies, you pretty much just need sensors and alcohol swabs. Because I change the sensor once a week, at most, I don't carry around supplies for it. If a sensor fails, I'm just a few hours from being back home to change out the sensor and I can make do with fingerstick testing until then.
I bring once sensor for every week I'll be traveling, and that's normally just to serve as a backup in case I have a sensor fail.