There are three, and they are not interchangeable. Continue keeps the in editor experience, Aider works from the terminal against your git history, and OpenHands runs the longer autonomous job. Pick by where you want the work to happen.
What you are replacing
Copilot's real product is that it is already in the editor and requires no decisions. Every alternative here asks you to choose a model and a provider, which is the price of not being locked to one.
It is the closest like for like swap, because it stays inside the editor and keeps completion and chat where your hands already are. You choose the model behind it, including a local one, so the same workflow can run without sending code to a vendor.
What it does not replace
You inherit the configuration Copilot hides, and the quality of the result now depends on a model choice that is yours to get right. It also does not attempt the long multi file job.
It works in the terminal and treats git as the unit of work, proposing changes as commits you can read, keep or drop. On an existing codebase that discipline is worth more than in editor completion, because the review surface is a diff rather than a suggestion.
What it does not replace
If your editor is where you live, moving to a terminal loop is a real change of habit rather than a swap. It also assumes a repository with a usable history.
It aims at the task rather than the line: work handed over, executed across files, and handed back. That is a different job from completion and the one Copilot is least suited to.
What it does not replace
Autonomy is the cost as well as the point. It needs a sandbox and a review habit, and running it against a repository you care about without either is how people get surprised.
Stay on Copilot when what you want is completion that works with zero setup and your organisation has already cleared the vendor. The alternatives pay off when model choice, local execution or the shape of the workflow is the thing you are unhappy with.