I have been on the pump for about two and a half years now, when I started it, I was pregnant with my second son and just put it on my belly. I did that until I got my belly button pierced this year and didn't like the attention my site pulled instead of the piercing I have wanted since I was 16. LOL
So I started inserting into my upper thigh. I alternate right and left legs every site change and it's not too bad. I have pulled it out once or twice putting on pants and have done the dreaded muscle stab a few times as well. Limping it off is all I have found you can really do. The pain goes away pretty quickly.