Unmanned Aerial Vehicle (UAV) deployment has risen rapidly in recent years. They are now used in a wide range of applications, from critical safety-of-life scenarios like nuclear power plant surveillance to entertainment and hobby applications. While the popularity of drones has grown lately, the associated intentional and unintentional security threats require adequate consideration. Thus, there is an urgent need for real-time accurate detection and classification of drones. This article provides an overview of drone detection approaches, highlighting their benefits and limitations. We analyze detection techniques that employ radars, acoustic and optical sensors, and emitted radio frequency (RF) signals. We compare their performance, accuracy, and cost under different operating conditions. We conclude that multi-sensor detection systems offer more compelling results, but further research is required.