Both are great. Actually the free version of ChatGPT, 3.5, is good enough for most cases. Note that ChatGPT is 'offline' though, you need to copy-paste code back into your IDE.
Copilot is one notch above because it integrates directly into your IDE. If you follow coding channels on Youtube, you will notice a lot of creators use it for auto-fill, that's where I first saw the power of Copilot and am using it now.