I think it most depends on what you're comfortable with.
If you want a lot of fancy features and dont mind corporate cloud control, there's Nest and similar.
If you definitely want it to function off-cloud and offline, the Honeywell Zigbee ones work great. I hear good things about the Aqara ones. I think Govee is offline. There's lots.
I have been happy with my Honeywell WiFi thermostat (T6 I think). I have it set up via the HomeKit integration, and block it from the Internet. Was relatively inexpensive and works well.