Various biophysical and biochemical techniques have been developed to measure the affinity of interacting molecules. This review analyzes the combination of three methods: differential scanning fluorimetry as the initial high-throughput screening technique and microscale thermophoresis and isothermal titration calorimetry as complementary methods to quantify binding affinity. The presented work is the first to detailed compare the strengths and flaws of these three specific methods, as well as their application possibilities and complementarity. The fundamentals of these methods will be covered, including the most often-used models for characterizing observable phenomena and an emphasis on methods for analyzing data. A comprehensive review of numerous approaches to data analysis found in the literature is additionally provided, with the benefits and drawbacks of each, as well as the pitfalls and related concerns. Finally, examples of different systems will be presented, and methods used and some discrepancies in results will be described and discussed.