There are really three places an AI coding agent can live: on your laptop, on a hosted service someone else runs, or on a small box you own in your own cloud. Each one makes a different trade, and picking the right one is mostly about which trade you're willing to make.
Simplest to start: the agent runs in a terminal or app on the machine in front of you. The trade is that it only exists while that machine is awake and that session is open. Close the laptop and a long job dies with it, and there's no picking it up from your phone later. Fine for short tasks at your desk, frustrating for anything that outlasts your attention.
Someone else runs the servers, so there's nothing for you to set up — you log in and go. The trade is that your conversations and code live on their machines, usually metered, and you're trusting them not to read, keep, or train on your work. Easiest to begin with, and the least yours.
The agent runs on a small always-on server in your cloud, on your own keys. It keeps working when you close the laptop, you reach it from your phone, and your data never leaves machines you control. The trade is a one-time setup: you stand up the box (a few dollars a month) and bring your own AI accounts.
If you only ever run quick things at your desk and don't care where the data sits, the laptop or a hosted service is enough. If you want long jobs that survive a closed lid, your work staying on machines you control, and one place that holds every AI you use, the box you own is the one built for that — and it's the one that asks the most of you up front.
Wetlether — an AI coding agent on a box you own.