Gemma,
The potential for improved control is definitely there with a pump, but it's not guaranteed and does require commitment and effort on your part. I was completely unprepared for the amount of work required, however this is just my experience, and I do get slightly obsessive about such things!
The potential for DKA is actually higher for pump users when compared against traditional insulin therapy, as your entire reserve of insulin is held externally in the pump reservoir - there's no "pool" of long-acting insulin slowly infusing through subcutaneous fat. Because of this, your blood glucose testing regime will typically need to increase, I currently check around 6-7 times or more a day as an absolute minimum.
Although I'm obviously not affected, your menstrual cycle can play havoc with control each month, this may explain some of the problems you've had in the last few years? A pump may be able to help you with this.
Knowledge of carbs and their effect on you will be essential, so if you're not currently carb counting (?!) you need to start before trying a pump. INPUT (
http://www.input.me.uk/) is quite a useful resource while you're investigating your options.