I have the same pump as you Sacol!
I started with the 8mm plastic with introducer needle as they were recommended as better (ie less noticeable if you do a lot of exercise as it's all plastic) - i've since gone down to the 6mm in my stomach and find them perfect. I don't use my legs and arms personally, but you can do.
I was advised that the angled sets were better for very lean people (those with not much fat on insertion sites), but if you're interested then you should definitely try them. Like Mike says, try and try until you find something that suits.
One final thing that might be interesting...for 3 years i used the insertion assist device. Then tried without a few months ago.....and haven't looked back. doing it yourself makes the device seem quite 'clunky' and jurassic IMO!!
good luck, keep us posted!