I've worn the pump for 5 years, and, like other posters, I've come up with some creative solutions!
When I first started pumping, I would pin a sock to the inside of my PJ pants/shorts, and slip the pump in there while I slept. If you really want to channel Martha Stewart, you could sew a little pocket on the inside of your PJs.
Now I usually lay the pump on my bed and just roll around my pump while I sleep. It sounds weird to a non-pumper, but you just kind of get used to it being there. And it has never gotten caught on anything or pulled out my infusion sight in the middle of the night, so don't worry about any horror stories.
If I am running outside, I like to use something like this: www.medtronicdiabetes.com/.../C-ACC-106-P
I fasten it tight on top of my shirt around the top of my rib cage (kind of over the bottom of my sports bra), and it really doesn't bounce very much or bother me.
Disconnect. Disconnecting from your pump is really easy to do, and it likely will not mess your sugars up too much to be disconnected from it for the length of a shower.
I put it in my pants pocket.
Day-to-Day: Dresses and Skirts
I wear a lot of dresses in the summertime, and the thing that works best for me is Spanx-type "shaper" shorts. I just put them on over my underwear (and under my dress), and then put my pump in between the Spanx and my thigh. The Spanx shorts keep the pump snug against my leg, and I've never had it fall out or anything.
Even if you have a thin frame and don't need the support of Spanx, just get a smaller size, and I promise you, these are the BEST for wearing pumps and dresses. I always buy them in nude color. If I'm wearing a shorter dress, I just scrunch the thigh part up so it won't show.
Places like Target, Walmart, Kohls and TJMaxx/Marshalls all carry less-expensive off-brand versions of Spanx shorts, and they work great. Here's an example of Hanes shapers at Target: www.target.com/.../ref=sc_qi_detailbutton
Hope that helps! I really love pumping - even when I was on shots for only a few days, I missed the ease and simplicity of pumping. Good luck with your new pump.