Questions about models and MCP

I’m using the Cursor beta version and I think it’s gold. I like the MAX functionality and works best with Anthropic Claude 3.7 Sonnet Extended Thinking. I also like the Automatic Model selection mode, but I don’t understand how it works and which models are selected in which order.

I’m having some questions about functionality and integration:

I can manually enter API keys for Anthropic, OpenAI, Google (Gemini) and Azure. When I enable them I get these messages:

OpenAI API Key:
With your Cursor Pro subscription, you do not need to use your own OpenAI key unless you’re using custom models.
You can put in your OpenAI key to use Cursor at public API costs. Note: this can cost more than pro and won’t work for custom model features.

Anthropic API Key:
Anthropic API Key
You can put in your Anthropic key to use Claude at cost. When enabled, this key will be used for all models beginning with “claude-”.

Google API Key:
You can put in your Google AI Studio key to use Google models at-cost.

Azure API Key
Instead of OpenAI’s API or pro, you can use Cursor at-cost through the Azure API.

When I select some models to use API key it’s not always clear which models I can use. I also see that a lot of good models then disappear from the model selection list and Extended is not available for some. I can add models, but it’s very basic and can’t for example configure Extended thinking directly via the GUI for Anthropic Claude 3.7 Sonnet.

I see also a lot of models already listed:
claude-3-opus - premium - $0.10
claude-3.5-haiku - premium - $0.01
claude-3.7-sonnet - premium/agent - $0.04
claude-3.7-sonnet-max - agent - $0.05
cursor-fast
cursor-small
deepseek-r1 - premium - $0.04
deepseek-v3 - Free
gemini-2.0-flash
gemini-2.0-pro-exp - premium - $0.04
gemini-2.5-pro-exp-03-25 - premium/agent - $0.04
gemini-2.5-pro-max - agent - $0.05
gpt-3.5-turbo
gpt-3.5-turbo-1106
gpt-4
gpt-4-0125-preview
gpt-4-1106-preview
gpt-4-32k
gpt-4-turbo-2024-04-09
gpt-4.5-preview - $2.00!!
gpt-4o - premium/agent - $0.04
gpt-4o-mini - premium/agent - Free
grok-2 - premium - $0.04
o1 - $0.40
o1-mini - $0.10
o1-preview
o3-mini - premium/agent - $0.01

Models listed on webpage but not in Cursor:
claude-3.5-sonnet - premium/agent
gemini-2.0-flash

Listed in Cursor but not on webpage:
cursor-fast
gpt-3.5-turbo
gpt-3.5-turbo-1106
gpt-4-0125-preview
gpt-4-1106-preview
gpt-4-32k
gpt-4-turbo-2024-04-09
o1-preview

There are discrepancies and hope that get’s cleaned very soon.

The best option that works the least is the MCP functionality. I saw a webpage with hundreds of those integrations, but most of them are outdated. I try to get this working, but I miss a lot of documentation for this. The best functionality for Cursor but the least documented. It’s a integration for Claude Desktop and is easy to setup for that application, but miss the functionality of the IDE that Cursor (VS Code) has. I hope that the documentation comes very soon and with more examples how to implement for a better understanding for me, but I think for the rest of the users of Cursor.