You'll have to excuse me for not being terribly familiar with pumps (I've been MDI for about 10 years now), but in my case, I either anticipate and check... or not check and make an estimate on where I go. The trick for me is doing roughly the same exercise every time I go out (roughly 6km, 1 hour and 15 minutes). I might eat something pre workout, but I'm usually high in the morning and just correct when I return home with OJ. I've also found that if I work out multiple day in a row, I get more frequent lows overnight, but this might be harder to control with Lantus doses for those of us on MDI... not sure if it's relevant for you.
So since you're on a pump, I can't really offer you any specific advice on what to do with insulin doses. One suggestion that I have that helped me was seeing a diabetic sports physiologist. About 7 years ago, I cycled to work on a daily basis, generally between 10 to 15 miles each way, and if it wasn't for seeing my DSP (or whatever you call it!), I probably would have made more mistakes. Maybe you'll be able to find one in your area (and hopefully your insurance covers it)! Joslin Clinic has a team of sports physiologists.
I personally don't have anything against the pump (for me it's a -major- contact issue), but I fare well with MDI, and others fair well with pumps. As far as insulin use and weight (100 units of insulin a day), I can say this: I was taking approximately 65+ units of insulin a day (25 lantus and 30+ humalog) and eating no more than 150g carbs a day (minus fiber, and give or take a dessert or two) this time last year. In September, I moved to Japan where I have no car and rarely take the train. I'd probably estimate on a daily basis that I'm walking on average an hour a day (sometimes it's a necessity, sometimes it's a workout)
Without really saying how much weight I lost (I feel like it's irrelevant), I'm now injecting about 40 to 42 units a day and I've seemed to have bottomed out (although I'll have to see what the next three months will bring). From my experience, the transition from 65 units insulin a day to 40 units a day was rough. I was going low quite often. If you're doing routine exercise, you may find your ratios changing as each week goes by.
Best thing I can say is good luck!