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I had the same question two months ago, and at that time, I was recommended RAG by the community. Now, I am at a level where I can effectively build custom chatbots freely. After attending several offline lectures by experts, I believe that fine-tuning should be considered as a last resort when RAG does not solve the issue. Below is an example I created of a custom chatbot using Azure OpenAI (LLM) and Azure AI Search (RAG). https://jsonobject.hashnode.dev/building-a-custom-chatbot-with-azure-openai-azure-ai-search-and-langchain4j More on reddit.com