Epilepsy occurs when localized electrical activity of neurons suffer from an imbalance. One of the most adequate methods for diagnosing and monitoring is via the analysis of electroencephalographic (EEG) signals. Despite there is a wide range of alternatives to characterize and classify EEG signals for epilepsy analysis purposes, many key aspects related to accuracy and physiological interpretation are still considered as open issues. In this paper, this work performs an exploratory study in order to identify the most adequate frequently-used methods for characterizing and classifying epileptic seizures. In this regard, a comparative study is carried out on several subsets of features using four representative classifiers: Linear Discriminant Analysis (LDA), Quadratic Discriminant Analysis (QDA), K-Nearest Neighbor (KNN), and Support Vector Machine (SVM).