I've dabbled with both since people won't stop recommending them, and honestly the main thing is that Cursor and Windsurf are built specifically around AI assistance rather than bolting it on like Copilot does with VS Code - they integrate the AI deeper into your editing workflow, auto-complete suggestions, and even have features like natural language commands to refactor whole chunks of code at once. For Django and data analysis work they're both solid, but the real difference is Cursor feels a bit more polished and has better context awareness (it understands your entire project, not just the file you're working in), while Windsurf is newer and slightly rougher around the edges but catches up fast.
Whether you should switch really depends on whether you're the type who wants AI heavily involved in your coding process - if you're already comfortable with VS Code and occasional Copilot suggestions, you might not feel a huge need to jump ship. But if you find yourself wishing the AI could understand more context or help you refactor bigger chunks without you having to prompt it constantly, either of these is worth a trial run since they both have free tiers. Setup is pretty straightforward for both (just install, sign in, maybe configure which AI model you prefer), so there's not much risk in trying.