When I dive I disconnect my insulin pump about an hour before the dive, that way I do not have much active insulin in my body while under water. The goal is to avoid low blood sugar at all costs.
before I go in I make sure that I'm in the 140+ blood sugar range, and limit my dive to a maximum of 40 minutes. generally when I get out i'm around 120-200, then I take a maintenance dosage of Novolog via injection for my surface interval.
after my surface interval is complete, the majority of the insulin has worn off and I start the process al over again.
This summer I am going to start playing around with going off the pump during dive days, and using maintenance doses of longer acting insulins (lantus and NPH) for my basal insulin. In my opinion my current system only works well for a single day of diving, and I would like to find a better system for multi day trips
as a side note:
I have only dove with my infusuion set on 1 time (no insulin pump though) and didn't even notice it, until I took my wetsuit off at the end of the day. It still worked, but I can see how it might hurt if you go deep enough.