How to choose
Ask what your bottleneck actually is. If it is finding and checking sources, a research first tool that puts citations at the centre will save you more time than a better writer. If it is producing and revising long structured documents, a tool with a calm interface and strong editorial judgment matters more than search integration.
If your source material already lives in a wiki or a drive, proximity to that material usually beats raw model quality. The tool that is already next to your notes gets used. The better one in another tab does not.
The privacy question
If you draft anything confidential, check the default before you check the features. Some products here do not use your content to improve their models by default. Others do, and require you to go and turn it off.
The privacy note on each profile above records what the vendor documentation said on the date it was last checked. Treat it as a starting point and confirm it on the vendor page before you put client material into any of them.