You have main options for customizing LLM behavior:
Prompting: Write better instructions. Free, instant, but limited by context window.
RAG (Retrieval-Augmented Generation): Fetch relevant documents and include them in the prompt. Good for knowledge that changes.
Fine-tuning: Change the model itself. Best for behavior changes and specialized skills.
Start with prompting. Move to RAG for knowledge. Fine-tune for behavior.