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In this study, we detail our experimental study on the expansion of vertical-cavity surface-emitting laser (VCSEL) optical frequency combs (OFCs) with different nonlinear techniques. For this purpose, we modulate a VCSEL device under gain switching (GS) regime to obtain an initial seed comb record in terms of energy efficiency and mode coherence. This seed OFC will be improved adding a nonlinear stage to expand this primary signal. The nonlinear techniques here presented are high nonlinear fibers, nonlinear optical loop mirrors, and electro optical phase modulators. In this study, we show the different extended OFCs that these techniques offer and we present a detailed comparison of their characteristics, evaluating the advantages and disadvantages of each technique. We have observed that the obtained OFCs maintain the high coherence offered by the seed VCSEL-OFC. Nevertheless, the optical span, flatness, frequency tunability, dynamic range, energy, and cost efficiency or compactness of each expanded OFC significantly vary, depending on the expansion technique used. Our careful evaluation will serve as a reference to evaluate the suitability of each expansion technique depending on the needs or the application.