The millimeter wave frequencies (roughly above 10 GHz) offer the availability of massive bandwidth to greatly increase the capacity of fifth generation (5G) cellular wireless systems. However, to overcome the high isotropic pathloss at these frequencies, highly directional transmissions will be required at both the base station (BS) and the mobile user equipment (UE) to establish sufficient link budget in wide area networks. This reliance on directionality has important implications for control layer procedures. Initial access in particular can be significantly delayed due to the need for the BS and the UE to find the initial directions of transmission. This paper provides a survey of several recently proposed techniques. Detection probability and delay analysis is performed to compare various techniques including exhaustive and iterative search. We show that the optimal strategy depends on the target SNR regime.