Yeah, quick & easy to insert with no chance of kinked cannula/failed set yippeee (except due to occlusions in tubing or absorption probs from bad site, but not from the actual cannula). The odd occasion when I've hit a nerve upon inserting, I've just pulled it out & reinserted a little further away - no waste of cannula! Otherwise pain-free insertion. Thinner shorter needle with no need to prime the cannula after insertion.
Every now and then I get a sharp pain from the cannula when I move or bend or trouser waist band presses directly on (don't you just hate those where it lines up perfectly with a part of your clothing pressing directly onto your lovely new site arrrrgh) BUT I used to get this from teflon ones too. Not convinced I get these more frequently or that they're more painful with steel. For me. Some people do find them to cause more sudden painful twinges though.
I don't like the double sticky construction - yes, makes it easier to use sites on your butt/back as you don't connect/disconnect at site, but horrid dangly bit swings around during showers. I use the Roche ones which don't have a second sticky bit, you're supposed to use tape to stick it on to you between the connector & cannula but I don't bother just leave it loose. If you e.g. accidentally catch the tubing, the 2nd sticky is supposed to take the force & prevent the set getting ripped out (can theoretically 'tear' your flesh, as it's steel), but I've found the cannula pad has held strongly enough. The one time I did rip it out sideways therefore ripping myself, was when rushing to remove an old cannula after a set change, and because the needle is so fine, it wasn't a big deal, didn't hurt & healed very quickly.
Overall I find them quicker & easier to insert, and a great relief not to have failed cannulas.