Transmission and distribution (TD) dynamic co-simulation is a practical and effective approach to leverage existing simulation tools for transmission and distribution systems to simulate dynamic stability and performance of TD systems in a systematic manner. Given that these tools are developed as stand-alone programs and there are inherent differences between them, interface techniques become critical to "bridge" them. Two important unsolved questions are: 1) which interface technique is better and should be used, and 2) how the modeling and simulation capabilities in these tools that are available and can be exploited for co-simulation should be considered when selecting an interface technique. To address these questions, this paper presents a comparative study for different interface techniques that can be employed for TD dynamic co-simulation. The study provides insights into the pros and cons of each interface technique, and helps researchers make informed decisions on choosing the interface techniques.