I've been on the pump for three years also. I LOVE wearing dresses, and my pump hasn't stopped me! There's no reason it should stop you either. :-)
One of the first things I bought was this: http://www.minimed.com/mmStore/application?origin=sub_category_view.jsp&event=bea.portal.framework.internal.portlet.event&pageid=Products&portletid=Products&wfevent=product_detail_direct.event&wlcs_catalog_category_key=C-ACC-106-P
It is a velcro band that goes around your waist that has a pocket attached for your pump. Even if you don't used a Minimed pump, you should measure your pump to see if it fits.
And recently, like other people have suggested, I've begun using control top pantyhose to hold my pump - it works great.
Spanx, which are normally used by adults to smoothe out and control their tummies, also make excellent pump-hiders for dresses. I stick my pump in my lower back under the Spanx, and the Spanx hold it there nicely.
Here is the link to the product I'm talking about: http://www.spanx.com/product/index.jsp?productId=2990106&cp=2992042.3015040
Target sells a less-expensive version (this is the one I use, but in the beige color): http://www.target.com/ASSETS-Sara-Blakely-Unbelievable-Underwear/dp/B000F8IJ2S/sr=1-16/qid=1235958000/ref=sr_1_16/189-8783255-8053049?ie=UTF8&frombrowse=0&index=target&field-browse=1041790&rh=k%3Aassets&page=1
Good luck!! Don't let your pump hold you back!