An infusion system comprises an infusion set (30) with one or more advanced features including tube set strain relief (10), infusion pumps having heat exchange abilities and two-direction pumping abilities (100), Piezo pump devices (200), reservoirs (220, 240) made from expanded tubing, and oil impregnated pump plungers (302). An exemplary strain relief (10) includes an adhesive layer (12) such as pressure sensitive adhesive (PSA) secured to a base (14). The base (14) rotatably receives a pin (18) of a tube holder (16). The pin (18) is captured within an opening (22) of the base (14) to allow 360 degree rotation of the tube holder (16).