Recently, advanced electrodes have been developed, such as semi-dry, dry contact, dry non-contact, and microneedle array electrodes. They can overcome the issues of wet electrodes and maintain high signal quality. However, the variations in these electrodes are still unclear and not explained, and there is still confusion regarding the feasibility of electrodes for different application scenarios. In this review, the physical features and electroencephalogram (EEG) signal performances of these advanced EEG electrodes are introduced in view of the differences in contact between the skin and electrodes. Specifically, contact features, biofeatures, impedance, signal quality, and artifacts are discussed. The application scenarios and prospects of different types of EEG electrodes are also elucidated.