There is a broad family of statistical methods for capturing time series regularity, with increasingly widespread adoption by the neuroscientific community. A common feature of these methods is that they permit investigators to quantify the entropy of brain signals – an index of unpredictability/complexity. Despite the proliferation of algorithms for computing entropy from neural time series data there is scant evidence concerning their relative stability and efficiency. Here we evaluated several different algorithmic implementations (sample, fuzzy, dispersion and permutation) of multiscale entropy in terms of their stability across sessions, internal consistency and computational speed, accuracy and precision using a combination of electroencephalogram (EEG) and synthetic 1/ƒ noise signals. Overall, we report fair to excellent internal consistency and longitudinal stability over a one-week period for the majority of entropy estimates, with several caveats. Computational timing estimates suggest distinct advantages for dispersion and permutation entropy over other entropy estimates. Considered alongside the psychometric evidence, we suggest several ways in which researchers can maximize computational resources (without sacrificing reliability), especially when working with high-density M/EEG data or multivoxel BOLD time series signals.