Yes - I had the exact same problem. I've been pumping for seven years as well. I take an extra-strength antihistamine daily for many seasonal/environmental allergies (I react to various things constantly with even just incidental contact and feel like I have a bad cold 24/7/365, even in winter, without the medication), but even with that I could not leave a cannula set in for more than two days. After one day it would be itching, and by the end of two it would be itching unbearably and there would be a big welt right around the cannula. Often it would also be red and have little hives under the adhesive and a ring of redness/swelling around it, but by far the area around the cannula was the worst. My endo suggested I try barriers and alternate infusion sets, but both of these still resulted in a big welt around the cannula (like what you'd get from a positive allergy skin prick test, if you've ever had those). Looking back, I think I've had a bit of an allergy to infusion sets from the start. I have pictures from my first year of pumping that show irritation, but it's only in the past two years that sites were only lasting 1-2 days and a lot of them were so itchy by the end that I'd rip them out early, or else they would just die and stop working. The first thing I'd do after removing a set is scratch the sute, and I'd usually keep scratching for 1-2 days after removal before the hives and itchiness and irritation faded.
I switched to needle sets about six months ago. It not only mostly solved my problem, but my control improved IMMENSELY. I used to struggle to get an A1c below 7.5% even working as hard as I could, would have blood sugars that had no pattern and made no sense, my sites would randomly quit working ... Since switching, my last A1c was 7.2% and I don't feel like I've been killing myself working. I actually feel like I could be putting in more effort than I am (mostly too busy with full-time work and school and volunteering). My blood sugars actually have something of a pattern. When I'm high or low, I can usually figure out what might have caused it. It's like a completely different diabetes!
I agree with you that I like the cannula sets better. A lot of the metal sets hurt and/or bleed for me. I'm using the 6 mm ones which seem better than the 8 mm ones. I also find the sets sometimes do still get a tad itchy by the end of two days, and there is sometimes a tiny raised bump at the point the needle entered my skin. I have similar problems with earrings and necklaces causing little itchy bumps, and it's been suggested that I'm a bit allergic to the metal, which I think is probably true. But compared to the irritation I was getting before, the minute amount of irritation I sometimes get from the needle sets is nothing, and the vastly improved control makes it worth it. I just hope I never develop a full-fledged allergy to the needles! I've also had some problems with the needle sets falling out too easily, and have found stuff like Skin Tac causes almost as much irritation for me as the cannula sets did, so that's something I'm still trying to find a good solution to, especially since a lot of sets are painful when I put them in and I end up moving them, which requires something to make them stick down well.
If the set allergy is beginning to become a big issue for you, I would definitely give needle sets a try. I was blown away by how much my allergies were affecting my diabetes control! Make sure to try different lengths of needle sets. When I first tried them two years ago I gave up because they bled and hurt so much, and spent two more years dealing with horrible irritation and random blood sugars, before giving the 6 mm sets a try. They aren't perfect, there is still some bleeding and pain, but they are much better than the 8 mm ones were, and I wish I'd checked them out sooner.