I've been on the pump for 12 years, and I would never go back to injections if I could help it. I used to leave the house without my insulin all the time, mostly because I thought I would be home for my meal. And then a friend would suggest impromptu going out for dinner, and guess who's not prepared?
I have only on occasion had a set hurt, and that was probably because it hit a nerve, but only had to take one out once in 12 years. Otherwise, the pain has been only momentary, and rare, as well. I have lost weight on the pump, because I can bolus small amounts and because of that, I have fewer lows, too.
I'm allergic to Tegaderm, but not to Hypafix, which is what they use to manufacture the sets. If you turn out to be allergic to Hypafix as well, there are barrier wipes you can use to shield your skin from the adhesive.
I really think it would be worth it for you to give the pump a try, ESPECIALLY because of your habit of forgetting. I forget, too -- once went up to 365 because I forgot to bolus for my birthday dinner, but with the pump, I was able to correct immediately and discreetly. I wouldn't have been able to do that if I had forgotten to bring insulin along with me!