I'd rather use a condom than pull out. Condoms prevent STDs as well as pregnancy, so that's a plus. Plus, they're not hard to use at all you just have to have proper lubrication and put it on right. People also forget that pre-ejaculate can pick up sperm so that can also affect pulling out.
Pulling out, in theory, makes sense. But the thing is, it will never be done perfectly 100% of the time because of human error and some things, like pre-ejaculate or inexperience, will hinder that percentage.
If you really don't like the feeling of a condom and your partner is STD-free, find other methods of birth control. The pill has a very high rate at 99.9% when taken correctly (every day at the same time, it's really not that hard if you set an alarm)
women get implants, you can get your tubes tied/a vasectomy, patches, etc. There's a lot to use instead of condoms. Pulling out really isn't the wisest thing you can do, and sure it can be effective, but it's not the most effective and there's just so many better options.