The infusion set (which has either a plastic or metal "needle") may hurt but you can always use a numbing cream to help out with that. Some kids have a higher threshold pain, others a lower (my son falls on the latter scale).
There are different lenghts for the "needle" and also for the tubing, which is connected to the actual pump).
There are also different infusion sets for the different pumps.
Taking out an old "site" is again dependent on how a kid reacts. Mine hates it, but sometimes he doesn't feel it at all.
On average you leave an infusion set in for 3 days. Some people do better on less, some on more.
The pump (the tubed ones anyway) can be clipped onto the pants or worn on something like a pump pouch or just stuck in the pockets (though we've found sometimes the tubing at the top of the reservoir breaks when my son has worn his in the pocket). It's a question of habit and preference.
Giving insulin through a pump does not hurt usually, but sometimes, if the insulin is too cold, it may be felt going through.
Mom to 2 boys (9 and 10), oldest dx in Oct. '06
Pump MM522 w/ Sure-Ts infusion sets since July '10
Previously pump Deltec Cozmo w/ Contact-Detach sets
"He attacked everything in life with a mix of extraordinary genius and naive incompetence, and it was often difficult to tell which was which." ~ Douglas Adams