I love dresses, especially in the summer. I stick my pump down the front of my bra (I wear a lot of those cami-type bras because I am not, er, very busty). Anyway, to keep my pump from getting all sweaty and slimy, I put it in a baby sock and THEN down my bra. Works like a charm. I whip it out to bolus and change basal rates and I am really getting to the point where I don't care what people think (at work, I'm a little more discrete).
I may give a leg holster a try again. I tried it once and found that it slipped too much throughout the day.