Differences in string compare methods in C#

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Comparing string in C# is pretty simple. In fact there are several ways to do it. I have listed some in the block below. What I am curious about are the differences between them and when one should be used over the others? Should one be avoided at all costs? Are there more I haven’t listed? 

string testString = "Test";
string anotherString = "Another";

if (testString.CompareTo(anotherString) == 0) {}
if (testString.Equals(anotherString)) {}
if (testString == anotherString) {}

(Note: I am looking for equality in this example, not less than or greater than but feel free to comment on that as well)

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