well Jeanna, that can be a long answer, but MY main answer for the difference between dialing shots and plugging it into the pump is that one involves a stick each time, and the other does not.
also, depending on your carb ratios, the pump doses more accurately. For example, I take 1 unit/10grams of carbs. If I eat something that has 17 grams of carbs in it, my pump will give me 1.7 units. With the shots, I only can dose either 1 unit or 2...not 1.7 (at least not spot on every time). This, I think, contributes LARGELY to the fact that having a pump has made me healthier. No more over or under bolusing.