I've been pumping for 12 years; was on shots for 5 years before that. I started shots with N and R before the pens came out (in the US, at least), and really hated fumbling with the syringes and vials. The pens were an improvement, but I still didn't like messing around with getting them ready. Plus I didn't like trying to calculate in my head the amounts for meals -- pure laziness! I also hated the necessity of snacking on N.
I went on the pump before Lantus and Levemir came out, so I'm not making a fair comparison, but I can say that in the week and a half between getting out of the hospital after my coma, where they discharged me on shots of Lantus and Novolog, and when I saw my new endo and got back on the pump, I had 2 lows, whereas on the pump, they're rare. I attribute that to the fact that the pump won't let me stack insulin, and because it has more precise dosing than pens do, althougn I never had the 1/2 unit pens.
I really find the pump to be less work than the shots, because it calculates boluses for me, and it's just a couple of button pushes, and I can bolus as often if I like if I'm grazing, without having to mess with shots. And I can skip meals or have small ones, no sweat. I've been losing weight, and find that I have to adjust the basals, but I don't find it hard to do.
I've only had 2 site infections in 12 years, and they were minor, and went away on their own. I HAVE had sets fall out, and no delivery alarms, and kinked cannulas, and yes, that's a pain, but while it was a frustration at the time it was happening, it really hasn't bothered me much in the long term. I've also run out of insulin at inconvenient times, but with pens, I forgot them, too, so it's a wash.
I'm due to go on Medicare in 2 years, and I'm terrified that I won't pass their C-peptide limits, and I will lose my pump, and if that happens, I will be devastated.
But in the end, I think it's really a personal choice -- I know that some people have just hated the pump, and it's better that they should go with what seems better to them. There are no standard answers!