If you like Cursor, I recommend checking out “Roo Cline” in the VS Code marketplace. 

Open source, multi-model and shows costs and raw LLM exchanges which is interesting. You provide an API key for whatever model you want to use.

Only downsides are:

1. Default Anthropic rate limit of 40k input tokens a minute will bite you fast. Ideally upgrade to higher limits. 
2. It does support LMStudio and Ollama, but I wish it supported them better (would love to leave agents running for hours against a local model).

However it’s also a fundamentally polished add in and worth trying if you’re enjoying exploring such agents. 

(Roo Cline is a fork of Cline, which is also good but lacks a few extra features).