I used Humalog and Lyumjev on MDI and tried out NovoRapid for a bit. I only stuck with Humalog and Lyumjev because I preferred the feel of the pens and it made sense to keep them in the same 'family' (Humalog and Lyumjev are both Eli Lilly insulins; NovoRapid is Novo Norodisk).
When I started my pumping earlier this year, I was told that Humalog was approved for 2 days in a pump reservoir, but NovoRapid was approved for 3 days (at least here in Germany). Since I had used NovoRapid before and didn't notice a big difference between it and Humalog, I switched to NovoRapid when I got my pump.
I haven't tried using other insulins in the pump so I can't give pros and cons, but can say I haven't had any issues at all with NovoRapid.
One thing I hadn't thought of until my diabetes educator suggested it at my pump training:
If you don't use much insulin, consider getting penfills instead of vials. I don't use much insulin (I fill a reservoir with 100u and it lasts me 3-3.5 days) so I fill my reservoirs from penfills instead of vials. The penfills double as my backup, plus since I keep the active penfill in the reusable pen, I can dial the pen to the exact units I want in the reservoir instead of eyeballing it in the syringe and I can easily see exactly how much I have left. ;-)