Claude Code
In Claude Code, open/model. Effort appears under the model list, for example High effort. Use the left and right arrow keys to change it, then press Enter to save it as the default, or press s to apply it to this session only.
Codex and the ChatGPT desktop app
Open the model picker and choose the effort. In the Codex CLI, that is/model, titled Select Model and Effort. The ChatGPT desktop app reads the same Codex config, so the effort applies to both.