I've been using a CSII (Continuous Subcutaneous Insulin Infusion) system ... or pump ... since December 1998.
I can honestly say that the only way they're going to get it back from me is by prizing it from my dead or dying hands.
I'm totally enthralled with my pump (actually, it's the third one I've had now), and it's offered me so much freedom and a sense of reliability that it's getting difficult to remember how bad my control was before switching.
I'm not sure which country you're in, but if you're somewhere that has to pay for diabetes supplies, or has insurance to take care of it, do check it out as it's not just the cost of the pump that's expensive, but the ongoing set changes and reservoirs etc. that are needed. (You change the infusion set every 3 or 4 days, so it's like having one injection every 3 or 4 days, rather than having multiple injections each and every day.)
Some pumps (mine's a Medtronic MiniMed Paradigm) can be paired up with a continuous glucose monitoring system (CGMS). This, too, would need to be changed every few days ... and is another expense. (These changes are VERY expensive. In the UK, for instance, they cost £56 each time. I don't know whether insurance would cover the cost, so you'll need to check that out.)