Local Developement Recs? Using LM Studio and Continue with VSCODE

Hi folks! Is anyone working with local llms? I figured that milage might vary but most of my experience has been in vs code with cline using Claude's Sonnet. I'm curious about whether people are preferring Cursor or Windsurf, and if anyone is developing locally using something like LM studio and Continue with VScode? Or directly with Claude Code and what your experience has been like?

My concern is around data privacy, I prefer to build locally and then release to prod, but I'm wondering what folks workflow preferences look like.

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