Step 1: Read "Pumping Insulin." Make sure to get the newest edition.
Step 2: Repeat step 1.
Step 3: Make sure to log everything for a 2-3 week period (insulin, carbs, BGs, etc). This is critical because this information will be used to set your initial basal rates and I:C ratios.
Step 4: Watch videos on YouTube that show people changing their sites. There are tons. You can also find videos of people operating their pumps (i.e., going through menus, etc)
Step 5: When you get your pump, don't be afraid to play around with it! You can read the manual too, but it's far more efficient to load it up with some saline and give it a go. You're not going to hurt anything, even if you connect it to you (with saline) and try it out.
Step 6: Get a clear understanding of what your monthly charges will be for pump supplies and how much you will need to pay out-of-pocket for your pump. This was harder than I anticipated.
Step 7: Make sure you get everything you need in your initial order. Reservoirs and infusion sets are obvious, but you can also get skintac and IV3000.
Which pumps are you getting? If you haven't selected a pump yet, do your research and pick the pump that is right for YOU (not just what your endo recommends).