Both options are valid and have their pros and cons!
Running your tests on local browsers is indeed faster and is often enough for small projects. In general, it's a good idea to use local browsers if you have very few browsers to run tests on, no visual checks and don't need to run tens of tests in parallel.
Remote browser grid offers the following advantages:
There's also a third option — using local docker containers with browsers. This option solves such issues as visual checks inconsistencies while still being fast (network-wise) and local.
To sum up, I think it's a good idea to start off with local browser and as your project grows and your tests become more complex, switch to browsers in docker images and eventually remote grid. Plus, you can always use remote grid in you CI tasks while keeping local browsers for development.
To switch to remote grid you just need to pass gridUrl parameter in testplane config.