This is a comparative study of the multiple ways of measuring dissimilarities between state sequences. The originality of the study is the focus put on the differences between sequences that are sociologically important when studying life courses such as family life trajectories or professional careers. These differences essentially concern the sequencing (the order in which successive states appear), the timing and the duration of the spells in successive states. The study examines the sensitivity of the measures to these three aspects analytically and empirically by means of simulations. Even if some distance measures underperform, the study shows that there is no universally optimal distance index, and that the choice of a measure depends on which aspect we want to focus on. From the review and simulation results, the paper derives guidelines to help the end user to choose the right dissimilarity measure for her or his research objectives. This study also introduces novel ways of measuring dissimilarities that overcome some flaws in existing measures.