Working offline vs underconstruction

Hello,

I am completely new to using wordpress.

I would like to ask whether people think that it is worth trying to download programs to work offline (i.e. update the site locally) or whether it is easier to use underconstruction. I have used underconstruction in the past and have consistently had problems logging back in.

I would be grateful for the pros and cons associated with each route.

Thank you!

http://wordpress.org/extend/plugins/underconstruction/