I have a BGP setup that looks like this, and although it is working great for two WAN circuits (for redundancy), I would rather advertise only local routes though.. Currently, I am doing an AS Pre-Pend to load-balance the incoming traffic a little, and it is working great in that if I go to another site and do a traceroute, I can confirm the subnets come in from the proper eBGP neighbors. In fact, if I do it from a BGP enabled router, it even shows the AS PATH in the traceroute...
This works perfectly fine thus far but no filtering to only advertise local routes out:
address-family ipv4 unicast redistribute connected neighbor route-map out PreferBGP-A neighbor route-map out PreferBGP-B exit-address-family
address-family ipv6 unicast exit-address-family !
route-map PreferBGP-A permit 10 match ip address prefix-list Deliver-BGP-B set as-path prepend route-map PreferBGP-A permit 20 match ip address prefix-list permitAny ! route-map PreferBGP-B permit 10 match ip address prefix-list Deliver-BGP-A set as-path prepend route-map PreferBGP-B permit 20 match ip address prefix-list permitAny !