Apologies if I've missed it but I don't see anyone suggesting SkinTac. I found the cannula sticky very itchy the first time I used it so SkinTac was recommended. I get this delivered as part of my set supplies from Animas (I have an Animas Vibe). It provides a sticky barrier which seems to minimise the irritation.
The other thing is taking care when I remove my old cannula.
I always do this in the shower and make sure I have been soaking for at least 5 minutes before starting to peel. Then I peel very slowly allowing the water to get in as I peel the sticky back.
Finally, I change my sets more regularly than most. I change them every other day. Occasionally, I can last 3 days but try to avoid this as it will start to itch.