I don't have much experience with the other agents but Copilot for sure needs to be guided, its still very useful but sometimes it outputs some truly absurd nonsense.
Last week I was troubleshooting an issue with invoking an external assembly that makes a database call from within xslt (don't ask). It really didn't know how to help with that, to the point that when I kept correcting it and letting it know its output didn't solve the issue it eventually started blaming the comments in the xslt, calling them malformed (they weren't). It was hilarious but also kind of tragic because there are probably vibe coders that very literally don't know something as simple as properly formatted comment tags in xslt/xml. And they would probably trust the agent to take them down that rabbit hole.