Creating in crx/de and make a paclage out of it , unzip the same and push to the local IDE(eclipse or intellij). - This is the best way to create dialogs & components if you are using Eclipse as the AEM Sync which imports through vault sometimes gives issues.
Creating in crx/de and pull the changes to local IDE using file vault. - Go for this is you're using IntelliJ, I have never encountered any issues with the AEM plugin for IntelliJ.
Creating directly in IDE. - This way is a little prone to errors as we may need to pass encoded values for many characters which we may miss sometimes. Example : "<" as a value needs to be encoded in content.xml.
There is no best IDE setup for any type development in my opinion. All depends on how you prefer to develop.
Here are my suggestions:
Fastest : Visual Studio Code ( lots of plugins [ for all languages & tools ], very lightweight, very good git support through plugin [GitLens] )
Most Reliable : IntelliJ Idea (heavy, but contains almost everything you need to do with AEM development)
Eclipse : Not that heavy , you can install plugins for some of the AEM development, very wide language support.
