The purpose of the present article is to compare different phase-space sampling methods, such as purely stochastic methods (Rejection method, Metropolized independence sampler, Importance Sampling), stochastically perturbed Molecular Dynamics methods (Hybrid Monte Carlo, Langevin Dynamics, Biased Random Walk), and purely deterministic methods (Nosé-Hoover chains, Nosé-Poincaré and Recursive Multiple Thermostats (RMT) methods). After recalling some theoretical convergence properties for the...