Pulse compression technique allows a radar to achieve the resolution of a short pulse and the energy of a long pulse simultaneously, without the requirement of high-power transmission. Therefore, pulse compression radars have a low probability of intercept capability. The common types of pulse compression signals are frequency modulated waveforms and phase-coded waveforms, which have different properties. The optimum radar signal should have good immunity against deceptive jamming, good Doppler tolerance to detect high-speed targets, and low time-sidelobe level to detect weak targets nearby the strong ones. This paper reviews the current research in the commonly used radar signals, and presents their pros and cons, and compares between them in terms of Doppler tolerance, time-sidelobe level, as well as immunity against jamming in order to provide a reference for the researchers in the field of radar systems and electronic warfare.