I've been on the pump for about nine months now, and I do all my insertions by myself, but I only use my stomach and butt as sites. I have tried using my thigh a few times, but I've found that those hurt more going in and there's always a slight sting throughout the three days they are in. I haven't tried my back or arm, but if I did, I guess it would be nice to have someone to assist me.
I have a Cozmo insulin pump, so I use their Cleo 90 degree infusion sets. They are individually spring-loaded infusion sets, and I really like them. I don't have to insert the infusion set into the spring loader like I've seen with others, they are already loaded; all I have to do is press it against my skin and push it in. I've never had a problem with the sticky part getting bunched up, although I have had a few that went in a little bit bent. Those ones hurt really bad, but I didn't know that they went in wrong until I got the "Blockage Detected" warning on my pump.
There are some that hurt a little going in, but they're usually fine after about five or ten minutes. I'd like to try out some different sites, but I'm not sure I'm that brave yet. =/