You only use fact acting insulin, as there is only one reservoir for insulin. You can use any fast acting, be it Humalog
, Novolog, or Apidra.
Now, this may sound like a pump is the best thing since sliced bread. It's not. I think it's more work, there are more things to keep track of because of the basal rates. Some people just don't like having something attached to them 24/7.