In this presentation I delve into the unique potential of future space-based gravitational wave observatories like the Laser Interferometer Space Antenna (LISA) for surveying double compact objects within our Milky Way. I will discuss how such data from LISA will revolutionise Galactic studies. Central to this presentation will be double white dwarfs (DWDs), the most prevalent type of binary system observable by LISA, and how they can elucidate on various facets of not just our Galaxy, but also the Magellanic Clouds, Andromeda, and the smaller satellite galaxies in between.