I spent 4 years on MDI, and then went to a pump, and have been pumping for almost 13 years. And what I've learned in my many years on the DOC is that you need to do what works best for YOU. All the issues that everyone has brought up vary by individual. I know of people who have tried pumps and HATED them, and others who have LOVED them.
In my case, it's a love affair. First off, I'm lazy, and after I learned HOW to use the pump, I find it LOTS easier than using syringes or pens. Most often I wouldn't think to put my pen in my purse as I rushed out the door, and then friends would spontaneously suggest going out to dinner, and OOPS!! I love the fact that I ALWAYS have my insulin with me, without having to think about it.
Which leads me to mention that I'm so demented that, when I was using syringes or pens, I would forget whether I had taken my shot 2 seconds after I gave it. Not so good. The pump keeps records of when I bolus, so if I forget whether I did or not, I just have to look at the appropriate screen.
Being an old lady, I get to carry a large purse (actually, kind of like a backpack) and it has plenty of room for spare supplies, although I almost never take them along because I live in a city (Reno, Nevada) where nothing is more than 15 minutes away -- 20 at the most, so I could get home quickly if necessary. On long trips, yes, I do carry lots of spare stuff, but it's never been a problem, and I've traveled to places like Italy, Poland, China and Nepal on the pump. You DO have to be careful to have it in your hand luggage, because stowed luggage can and does get lost, but you would do that with your diabetes supplies, anyway.
But still, if you've got a system that works for you, and you're comfortable with it, and you're getting the control you want, why bother to change? Each to his own, right?