What turkeyjerkey said. I did locums part time for many years, then full time for many years, then half time for a year. The schedule control is great, the hotel/airline points/miles are great, the paid-for state licenses and DEAs (and help with the paperwork!) are great, and I got to see many beautiful parts of the country that I might not have seen otherwise, with insider advice on what to see/do from coworkers. I was also generally very much appreciated by the other physicians and the nurses at the desperate EDs I worked in. (But it is true that not all of them are bad. Some were very nice.)
However... I got a glimpse of what turkeyjerky is talking about when the bottom fell out of the FSEDs in Texas a few years ago. That bled over into hospital-based ED jobs, so there were no decent locums jobs to be found in Texas for a while after that. I would have been screwed if I hadn't had licenses in other states. Then things started to get thin elsewhere, so I couldn't get quite as many shifts as I wanted each month, and that's why I ended up taking a permanent part-time job in my own state. If the job market goes downhill in the entire country all at once, you could be left with no way to pay your bills.
Also, flying sucks right now. The airlines are a mess, and I wouldn't want to count on my flight arriving on time or having to leave a day or two early to make sure I'd get to work on time.
As far as residency attendings go... I'm sure there are some great ones, in terms of real-world knowledge... but mine all let me take an absolutely atrocious, low-paying full-time job right out of residency. They saw my contract and everything. I'm still glad I did it, because it ended up being a huge learning experience for me, and I got to live in a very cool place, but I wouldn't recommend it. So yes, take what your attendings say with a grain of salt. If possible, talk to a couple of community docs about whatever plans you're considering.
If you're asking for recommendations on specific companies to work for... I worked for several, and they were all about the same. Just remember that no matter how friendly they might be, the recruiter is not your friend. They're usually making commission on you. Ask to talk with another doc who has worked for their company, and if you can, another doc who has worked at the site you're considering working at. Sometimes you can establish a rapport with your recruiter, and over time they will be more real with you, but it takes time. You will also get to know other locums docs and find that you've worked at the same places in the past, they've worked someplace you're considering, etc. EM is a small world.
All that said, my last job was a half-time one in an ED 2 hours (driving) from where I lived. The pay was slightly less than my locums pay, but I could be home within 2 hours of my last shift (I stayed in a hotel -- which I paid for myself -- for each stretch of shifts). Financially, it wasn't as good as locums, but it was guaranteed hours every month. Another doc at that site flew in from REALLY far away and worked nights, because that was "daytime" for him at home. He'd do 10-14 shifts in a row and then go home. So you could just get a permanent (non-locums), full time job and fly in once or twice a month, or drive for 3-4 shifts in a row. That would give you more stability than locums, although obviously you'd be sticking to just one place.
I don't know if CMGs still have "firefighters" or "special ops" or whatever ego-inflation-attempt name they're giving them these days, but even though it always sounded awful to me... I worked with some docs who did it, and they seemed happy. It's similar to locums except that the CMG owns you and tells you where to work, and I think the pay tends to be better than a normal full-time CMG job.