If you are interested in running these models yourself without having a beefy GPU, you can try my custom inference implementation. It's in pure C/C++ without any 3rd party dependencies, runs straight on the CPU and builds very easily. I think it is relatively well optimised. For example, on a MacBook M1 Pro I can run GPT-2 XL (1.5B params) at 42ms/token and GPT-J / GPT-JT (6B params) at 125ms/token.
Here are a couple of generated examples using GPT-J:
https://github.com/ggerganov/ggml/tree/master/examples/gpt-j
These are examples using zero-shot prompt where the model auto-completes a text given a starting prompt. You can try to make a conversation bot with a few-shot prompt, but it's not great. Probably the model needs some fine-tuning for that to become feasible.