If you don't want to pay $80 for the cloud key and don't want to run the controller on one of your machines, the unifi service can also be set up on a raspberry pi pretty easily.
The Unifi controller is a configuration front end for Unifi devices -- data on the network shouldn't be going through it. It might be a little slower to use, though I've never compared it with the cloud key, but for a home setup, that won't matter too much.
Also no need for the cloud controller as you can run t inside a docker and have a fully self hosted solution.