You need all the MDI stuff in case the pump should fail unexpectedly (although the pump companies are pretty good at couriering out new pumps very quickly). So we keep injection pens, long acting insulin cartridges, and short acting insulin cartridges in stock, and always take them on holiday with us. Our holiday list is quite long! Pump consumables (infusion sets, reservoirs, batteries), insulin vials, meter supplies (strips and lancets), ketone meter and strips, glucagon kit, hypo remedies, spare BG meter, spare ketone meter, and all the back up MDI stuff. We take twice as much insulin, strips, etc. as we think we'll need for the length of the trip.
If going out for the day, he just takes BG meter, hypo remedies and backup insulin pen with fast acting insulin (in case pump breaks while out). He doesn't carry around spare pump stuff for doing a set change.
He's been pumping for about 9 years and we haven't actually needed to use the backup things so far, so pump failure isn't common, but you've got to be a Boy Scout and "be prepared"!