Not specific to Wordpress but from PHP/MySQL work in general (and Drupal):
The approach I take with the database, which works because I have full control of both sides of the equation, is to just do a database dump on the remote server and then use the file I've generated to replicate the database locally. I've got all the content and configuration done, boom, on to coding!
Remote connecting to the DB is possible but you'll need it to be a copy of the database. And requires a little bit of tech savvy, potentially. And introduces some security concerns.
The problem with doing that with Wordpress is the url gets hardcoded in so many places.
While it can be replaced with localhost or what have you, it’s kinda pain in the butt.
Interesting approach. I'll definitely look into that.
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