| I do a lot of running with my pump. I wear it several ways - either tuck it inside a sports bra, wear a waistpack, clip it to the waistband of my shorts or sometimes on race days I wear the harness you can order and use that. (it is crazy looking but very comfortable. I keep it under a shirt). It doesn't bother me.
I have several rules I go by before I begin a run. In the evenings I am very sensitive to hypoglycemia and my BGs can drop 100 points in 30 minutes. I like to start in the 150-180 range with no active insulin remaining - that way I will finish 70-80 range. If I am not in at least 150 when I begin, I eat 15-25 g carbs and then begin exercising. If I plan to exercise longer than an hour, I take in 15g-30 more carbs.
In the mornings, I am just the opposite and have to be aggressive with managing BGs. For instance I ran a 5K race which started at 8 a.m. recently, started at 114 and thirty minutes later I was at 337. Yikes! It is a race day intensity phenomenon because the Saturday prior I had run ten miles at the same time of day on a training run and started at 110 and finished at 146. I was out for an hour and forty minutes and ate no carbs, just water.
I think everyone's body behaves differently. You just have to test a lot and learn what works for you.
Oh, I learned this the hard way....I don't recognize hypos when I am out exercising. One day I started stumbling about a mile from home, not from tiredness, and next thing I knew I was testing at 26. Don't go out without some carbs on hand. I carry a waistpack.  | 
