For me the biggest nuisance about wearing a system is not physical; it is having to think ahead and plan. You have to be thinking about when your system will be worn out, so that you have a replacement in time, and if you use a custom unit (as I do) the lead time for getting a replacement is 2 months. And if you are slightly a*** about it (as I am) you have to be prepared in case the factory makes a mess of the new system and its unwearable (that is very rare, but I am not willing to take the chance). And you have to make sure you always have adequate supplies of alcohol and adhesive. If you are travelling you need to make sure you are taking enough supplies for the trip, and if you are sharing accommodation you have to think about how you will have privacy to maintain the unit, or how you will fix it so it doesn't need maintenance for the duration of the trip. Of course, all these things are easier if you have a bit of spare money, and eventually you get into a routine. I travel a lot for work, and now I have that aspect off very slick.
The problems you mentioned are not really an issue, at least for me. Once the unit is on I can forget it's there. The base is virtually weightless, and doesn't retain heat or sweat, so the feeling is pretty much like having your natural hair regrow. The only times I can really feel it is if I am awake and lying down with my head on a pillow. That position tugs the base a bit and you can feel a slight tension in the adhesive, which reminds you it's there. These comments only apply to lace systems. I don't find skin to be as comfortable.
Hygiene is not an issue at all. The notion that systems are smelly or unhygienic comes from the Hair Club technique, where a thick impermeable system is glued on for a month at a time. I definitely wouldn't recommend anyone to do that.
I personally have never suffered from itch, but some guys do. If you are doing regular maintenance on your system to keep it hygienic, itch is usually a sign of a slight allergic reaction to the adhesive you are using. It may be made worse by wet shaving the area under the system, which can cause little invisible nicks in the skin. Buzzing with an electric razor is better. Usually itching can be solved just by changing adhesives, or if necessary using scalp protector liquid.
Some of the on-line companies have what they describe as an "exercise base" system, which is basically a lace system with poly or thinskin patches placed strategically around it so that you can put plenty of strong tape on it for added security. That gives you the best of both worlds for exercise - lots of strong adhesion, but also a very lightweight breathable piece. The adhesives made for hair systems, particularly the tapes, are extremely strong. The system would tear before the tape would give way. The adhesive manufacturers are aware of guys' paranoia about their systems slipping or coming off, and the good news is that that problem has been decisively solved.
Noah