Despite a history that dates back at least a quarter of a century, studies of voids in the large-scale structure of the Universe are bedevilled by a major problem: there exist a large number of quite different void-finding algorithms, a fact that has so far got in the way of groups comparing their results without worrying about whether such a comparison in fact makes sense. Because of the recent increased interest in voids, both in very large galaxy surveys and in detailed simulations of cosmic structure formation, this situation is very unfortunate. We here present the first systematic comparison study of 13 different void finders constructed using particles, haloes, and semi-analytical model galaxies extracted from a subvolume of the Millennium simulation. This study includes many groups that have studied voids over the past decade. We show their results and discuss their differences and agreements. As it turns out, the basic results of the various methods agree very well with each other in that they all locate a major void near the centre of our volume. Voids have very underdense centres, reaching below 10 per cent of the mean cosmic density. In addition, those void finders that allow for void galaxies show that those galaxies follow similar trends. For example, the overdensity of void galaxies brighter than mB=−20 is found to be smaller than about −0.8 by all our void finding algorithms.