Which one to buy
Your heating system decides this one.
Electric baseboards get the baseboard model; it leans on the Mysa cloud by default, so pair it to Home Assistant through HomeKit Controller for a local path, and budget for one per zone (the Zigbee Sinopé TH1123ZB is the more local-first baseboard option).
Central forced air, heat pump or central AC gets the central HVAC model, which Home Assistant picks up over the native Matter integration with local control of setpoints and mode; it needs a C-wire, and Mysa's own store just calls it the Mysa Smart Thermostat, so check which one you're buying.
I haven't run any of these; the picks are based on the spec sheets and what other Home Assistant users report.