Github Copilot is autocomplete, highly useful if you use VS Code, but if you are using e.g. Jetbrains then you have other options. Copilot comes with a bunch of other stuff that I rarely use.
Claude code is project-wide editing, from the CLI.
They complement each other well.
As far as I'm concerned the utility of the AI-focused editors has been diminished by the existence of Claude code, though not entirely made redundant.
Copilot isn't locked to a specific LLM, though. You can select the model from a panel, but I don't think you can plug in your own right now, and the ones you can select might not be SOTA because of that.
When it works, it's great though. I've used it to vibe-code some nice little desktop apps to automate things I needed and it produced way more polished UI than I would have spent the time doing, and the code is pretty much how I would have written it myself. I just set it going and go do some other task for 10 mins and come back to see what changes it made.
For single-line autocomplete, which is how I use it, pretty much anything will do the job. I use Copilot only because it integrates well with VS Code. I find the other features to be inferior.
That bunch of other stuff includes the chat, and more recently "Agent Mode". I find it pretty useful, and the autocomplete near useless.