DNA methylation plays a key role in regulating eukaryotic gene expression. Although mitotically heritable and stable over time, patterns of DNA methylation frequently change in response to cell differentiation, disease and environmental influences. Several methods have been developed to map DNA methylation on a genomic scale. Here, we benchmark four of these approaches by analyzing two human embryonic stem cell lines derived from genetically unrelated embryos and a matched pair of colon tumor and adjacent normal colon tissue obtained from the same donor. Our analysis reveals that methylated DNA immunoprecipitation sequencing (MeDIP-seq), methylated DNA capture by affinity purification (MethylCap-seq), reduced representation bisulfite sequencing (RRBS) and the Infinium HumanMethylation27 assay all produce accurate DNA methylation data. However, these methods differ in their ability to detect differentially methylated regions between pairs of samples. We highlight strengths and weaknesses of the four methods and give practical recommendations for the design of epigenomic case-control studies.