I do it all the time (did it all the time on the Pod now!). I don't do it because I am afraid of what people think, I do it because I wear slacks, long sleeve shirts (tucked in), and an undershirt(also tucked in). I don't have access to skin without unbuttoning or untucking. It is a pain otherwise. If I have easy access to flesh I show it off and shoot! Don't use alcohol, I reuse needles, I only change my lancettes once every 6months - 1Year. When I went through Pump training I was told there is no proof swabbing before injecting keeps things more sanitary.
Clothes are not that dirty. I would rather shoot through my clothes than handle money or use someone’s kitchen, but I do these things and live!