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Abstract Background Artificial sensory feedback can improve function and user experience in lower-limb prosthesis users. Non-invasive methods like vibrotactile stimulation are clinically convenient, as they require no surgery. Most studies evaluate single feedback approaches, typically under controlled conditions promoting reliance on feedback. This study presents a flexible framework to compare multiple feedback approaches using microprocessor-controlled prosthesis (MP) sensors during daily-life activities. Methods Ten able-bodied participants and one prosthesis user with transfemoral amputation (TFA) tested two feedback locations (waist “Belt”, or thigh/residual limb “Socket”) to investigate tradeoffs between perception quality and compactness, using Sensation Thresholds (ST), Weber Fraction (WF), Spatial Discrimination (SD), and comfort. TFA then completed an out-of-the-lab walking session with the Socket configuration to evaluate the impact of four feedback approaches on spatiotemporal parameters and kinematics symmetries, cognitive load, and user experience during overground walking and stair climbing. Three approaches used embedded MP sensors, conveying (1) knee angle, (2) hybrid (gait phases overground, knee angle during stairs), and (3) damping (velocity-dependent resistance to flexion/extension) feedback. The fourth method used a sensorized insole, providing (4) force feedback (plantar pressure under the prosthetic foot). Results Able-bodied participants perceived the Belt configuration better–lower ST (29.09 ± 0.60% vs. 33.19 ± 0.60%, p < 0.001), lower WF (14.49 ± 7.02% vs. 17.98 ± 5.72%, p < 0.01), better SD at higher task difficulty (four choices: 99.3 ± 2.0% vs. 91.5 ± 2.0%, p < 0.01; eight choices: 96.0 ± 2.0% vs. 78.1 ± 2.0%, p < 0.001)–and found it also more comfortable (9.17 ± 0.3 vs. 8.15 ± 0.3; p < 0.05). Similar trends were observed in TFA. Feedback did not impact the kinematics symmetry but slightly affected stance time/percentage symmetry, with force feedback demonstrating the most consistent benefits. These suggest that incidental feedback provided intrinsically by the prosthesis (e.g., motion, sound, socket pressure, vibration) may already support gait in experienced users. Nevertheless, TFA preferred having feedback, especially force and damping, which reduced cognitive load. Conclusion Embedded MP sensors enable flexible, compact feedback solutions, combining internal signals (e.g., damping feedback) with external sensing (e.g., omnidirectional force feedback). Belt-mounted vibromotors are effective for testing complex encoding schemes. Feedback should be co-developed with users, balancing objective performance and subjective experience.