This paper address unsupervised classification strategies applied to Polarimetric Synthetic Aperture Radar (PolSAR) images. We analyze the performance of complex Wishart distribution, which is a widely used model for multi-look PolSAR images, and the robustness of five stochastic distances (Bhattacharyya, Kullback-Leibler, Rényi, Hellinger and Chi-square) between Wishart distributions. Two unsupervised classification strategies were chosen: the Stochastic Clustering (SC) algorithm, which is based on the K-means algorithm but uses stochastic distance as the similarity metric, and the Expectation-Maximization (EM) algorithm for Wishart Mixture Model. With the aim of assessing the performance of all algorithms presented here, we performed a Monte Carlo simulation over a set of simulated PolSAR images. A second experiment was conducted using the study area of Tapajós National Forest and the surrounding area, in Brazilian Amazon Forest. The PolSAR images were obtained by the satellite PALSAR. The results, in both experiments, suggest that the EM algorithm and the SC with Hellinger and the SC with Bhattacharyya distance provide a better classification performance. We also analyze the initialization problem for SC and EM algorithms, and we demonstrate how the initial centroid choice influences the final classification result.