For me, the biggest benefit of having a pump by far is the ability to adjust my basal for exercise to avoid going too high or too low, depending on the activity.
I find it takes about an hour for the temporary basal rate to take affect so I need to remember to adjust my basal well in advance of the exercise.
You may also find you need a temporary basal for up to 48 hours after exercise. For me, I reduce my basal for about 10 hours after exercise.
It will take a bit of trial and error (and lots of testing) to work out what works best for you