LOL, it doesn't bang around on you; I've run, jumped, even tackled people with my pump on (and other things, but this is a G-rated site). You get so used to it most times you forget it is there.
All of the methods you mentioned work, and like you said it is a matter of preference. When I lift I don't program a temp basal...If I feel I am getting low while lifting weights, I'll drink a sports drink--It sounds dumb but it feels like it helps my pump (not my insulin pump, my muscles! What little I have

). Later, after I workout I may program a temp basal depending on whether or not I feel like eating to cover my subsequent lower sugars.