As for which to use, you'd want to take the largest model that can you can fine-tune (not necessarily on your machine) and fits comfortably in your machine. The small models aren't as flexible and are basically just a cleverer autocomplete. Copilot is a lot smarter than that and smarter than all models I've tested up to 6B. It can often cleverly work out a lot of local patterns for what you're doing and this is true surprisingly often for novel languages, math, understanding graph notation, categorization policies and much, much more.
I'd gone in hoping I could remove my dependence on Copilot but left disappointed. The small models up to 6B just don't compare. I don't have the resources to run the 13B model which is probably behind anyways due to not having trained as long on as much as copilot (which is continuously updated). I also suspect Copilot has a great deal of hand-coded hacks and caching tricks to improve the user experience.