An increasingly wide range of tools based on different approaches are being used to implement Domain Specific Languages (DSLs), yet there is little agreement as to which approach is, or approaches are, the most appropriate for any given problem. We believe this can in large part be explained by the lack of understanding within the DSL community. In this paper we aim to increase the understanding of the relative strengths and weaknesses of three approaches by implementing a common DSL case study. In addition, we present a comparative study of the three approaches.