For a wide range of magnetic fields, 0 B 2000 a.u., we present a systematic comparative study of the performance of different types of density-functional approximations in light atoms (2 Z 6). Local, generalized-gradient approximation (GGA; semilocal), and meta-GGA ground-state exchange-correlation (xc) functionals are compared on an equal footing with exact-exchange, Hartree-Fock (HF), and current-densityfunctional-theory (CDFT) approximations. Comparison also is made with published quantum Monte Carlo data. Though all approximations give qualitatively reasonable results, the exchange energies from local and GGA functionals are too negative for large B. Results from the Perdew-Burke-Ernzerhof ground-state GGA and Tao-Perdew-Staroverov-Scuseria (TPSS) ground-state meta-GGA functionals are very close. Because of confinement, self-interaction error in such functionals is more severe at large B than at B = 0, hence selfinteraction correction is crucial. Exact exchange combined with the TPSS correlation functional results in a self-interaction-free (xc) functional, from which we obtain atomic energies of comparable accuracy to those from correlated wave-function methods. Specifically for the B and C atoms, we provide beyond-HF energies in a wide range of B fields. Fully self-consistent CDFT calculations were done with the Vignale-Rasolt-Geldart (VRG) functional in conjunction with the PW92 xc functional. Current effects turn out to be small, and the vorticity variable in the VRG functional diverges in some low-density regions. This part of the study suggests that nonlocal, self-interaction-free functionals may be better than local approximations as a starting point for CDFT functional construction and that some basic variable other than the vorticity could be helpful in making CDFT calculations practical.