Breastfeeding & pumping??

Does anyone breastfeed and pump? I was exclusively pumping and then switched to trying to only breastfeed. It's going great so far I believe. He is getting enough wet diapers and seeming content. I was worried about loosing my milk supply or having it decrease. Every since I started pumping, I don't feel full or get engorged. (Which is nice) but has me worry sometimes. So I try to pump after each feeding, also to get storage milk built up.. Do I have to do that or is just breastfeeding on demand okay and will keep my supply at enough to feed my son.