apt-get source budgie-desktop takes the current debian package for your ubuntu version and unpacks the source that was used to build the various binaries. It also applies all the patches in ./debian/patches to the source so that you now you have an exact copy of the source used to build everything.
git clone takes a copy of the current upstream source repository. It may or may not build for your ubuntu version. You may have to manually create/apply additional patches to ensure it builds.
For example - at this moment in time - the upstream git repository only builds for the mutter version in Ubuntu Budgie 18.04. It will not build for 18.10. For 18.10 I had to create an extensive number of patches to ensure it builds. There is a pending pull-request upstream to merge this set of patches.
I personally use virtual machines (virtualbox) to-do development in. In this way I can snapshot and build and run stuff - and if it all crashes and burns I can rollback or just delete the VM and recreate another. All without affecting my main UB host.
I know other people use a persistent LXD docker instance to compile stuff. That ensures you dont have the big overhead of a full virtualbox virtualmachine. You though don’t have the safety valve of something going wrong if you install the built binaries.