Sam Spade like tools Vs DNSstuff.com

hi, i like to use a program called Ipnetinfo over www.dnsstuff.com to do things like WHOIS, because the infomation it gives is clearer - (see screenshot)

but, dnsstuff is web based and Ipnetinfo is a program run from my computer, so which would be wiser to use? is it dnsstuff?, because the address doing the looking up is dnsstuff's as apposed to Ipnetinfo, which would have my IP address. or does it not matter, because ARIN, RIPE, APNIC or LACNIC are doing the looking up, so my address wouldnt be seen by the addresses being looked up? thanks