In this paper, various reliability analysis methods for calculating a probability of failure are investigated for their accuracy and efficiency. Crude Monte Carlo method is used as a basis for the comparison of various numerical results. For the sampling methods, Importance Sampling method and Directional Simulation method are considered for overcoming a drawback of Crude Monte Carlo method. For the approximate methods, conventional Rackwitz-Fiessler method. 3-parameter Chen-Lind method, and Rosenblatt transformation method are compared on the basis of First order reliability method. As a Second-order reliability method, Curvature-Fitting paraboloid method, Point-fitting paraboloid method, and Log-likelihood function method are explored in order to verify the accuracy of the reliability calculation results. These methods mentioned above would have some difficulty unless the limit state equation is expressed explicitly in terms of random design variables. Thus, there is a need to develop some general reliability methods for the case where an implicit limit state equation is given. For this purpose, Response surface method is used where the limit state equation is approximated by regression analysis of the response surface outcomes resulted from the structural analysis. From the application of these various reliability methods to three examples, it is found that Directional Simulation method and Response Surface method are very efficient and recommendable for the general reliability analysis problem cases.