Since the introduction of the Cursor Token Rate, my company tells us to use Claude and Codex directly with Anthropic (or Vertex AI) and OpenAI, respectively.
https://cursor.com/docs/models-and-pricing#cursor-token-rate
I'm now using Grok 4.6 most of the time. Sonnet some times. But that's it. Cursor-native models 99% of the time. I'm pretty sure Anthropic will follow OpenAI soon in pulling their models out of Cursor because it's now a true competitor.