Authentication is a crucial requirement for the security of Quantum Key Distribution (QKD). Yet, the integration of suitable methods in QKD systems tends to receive little attention from the research community. As a result, Wegman-Carter message authentication established itself as the go-to solution, leading to serious inefficiencies and additional trust assumptions, making it hard to recover from denial-of-service attacks. Another method is to use the lattice-based signature scheme Dilithium, as proposed by Wang et al. [36]. This method avoids the drawbacks of Wegman-Carter but, unfortunately, introduces new disadvantages. In this work, we implement and test several authentication methods on an actual QKD system. We compare and analyze three authentication variants, i.e., Wegman-Carter, Dilithium, and the established message-authentication code Chaskey, as a new method for authentication in QKD, which uses fewer quantum keys. We focus on the key consumptions, runtimes, and practicality in a field test of the QKD system. Lastly, we take a broader look at authentication for QKD in the context of Denial-of-Service attacks and propose a solution by combining several authentication methods to achieve their individual advantages while simultaneously avoiding several drawbacks.