Depending on your own situation, you may find MDI more manageable than a pump. The pump is certainly no easier, in my view. The only really useful thing it offers is the ability to tweak your basal rate very finely, which for me is important.
You say you don't like having to carry the pens around with you, but if you have a pump, it's wise to carry spares around all the time anyway, as they can and do fail without warning. Thankfully, it's rare, but if it does happen, things can go downhill pretty rapidly unless you're prepared. I always carry spare infusion sets, batteries and insulin, plus I have pens on hand if travelling.