I'm quite small and had similar thoughts before I got my pump. I wear mine just tucked in my bra, yeah it's looks a bit wonky, but you'd have to be looking close... and i guess if it really bothered you you could compensate on the other side
if you search around online people have all sorts of inventive suggestions.
I was cautious before getting my pump, and it does take some effort to get used to but I agree with azure - I wouldn't give it back.
As for sex, it only takes a second to unclip and although you could leave it on I usually unclip mine as I think oh is a bit weirded by the idea of accidentally ripping it out.
I haven't really found that there are any clothes I can't wear due to my pump from skinny dresses, gym wear even a bikini, I just clipped it on the side of my bikini bottoms - think some people thought it was a pager, but hey ho
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At the end of the day if you give it a go and can't get on with it you can always go back to mdi's. Good luck whatever u chose.