That said:
- For many uses, it doesn't matter. For many of the ways I use it, I don't care. For basic use (e.g. clean up an email for me), it's basically the same. For things like complex reasoning, algorithms, or foreign languages, the hosted service is critical.
- GPT3-grade models have more soul. OpenAI trained GPT3.5 and 4 to never do anything offensive, and that has a lot of negative side effects, well-documented in research. The way I'd describe it, though, is the difference between talking to a call center rep and your grandma (with mild Alzheimer's, perhaps). They both have their place.
- Different models are often helpful in workflows.
My experience is anecdotal. Please don't take it as more than one data point. If other people post their anecdotal experiences, you'll get the plural of "anecdote."