It used to sync happily with the wifi off, haven't tested for a while.
I don't have any Garmin cloud account, but I still don't trust the app not to upload.
Discussion
i just spent over an hour searching the web for all kinds of devices.
Anything good looks horrible and probably isn't comfortable either.
I especially would be happy with a device that would let me know my heart rate live at any given time along with step counter.