We present density functional theory (DFT) calculations for MnO, Mn₃O₄, α-Mn₂O₃, and β-MnO₂, using different gradient corrected functionals, such as Perdew-Burke-Ernzerhof (PBE), PBE+U, and the two hybrid density functional Hartree-Fock methods PBE0 and Heyd-Scuseria-Ernzerhof (HSE). We investigate the structural, electronic, magnetic, and thermodynamical properties of the mentioned compounds. Despite the lack of sufficient experimental information allowing for a comprehensive comparison of our results, we find overall that hybrid functionals provide a more consistent picture than standard PBE. Although PBE+U is limited due to the uncertainty of choosing the parameter U, it nevertheless provides satisfactory results in terms of magnetic properties and energies of formation. This is in line with results of PBE0 and HSE calculations, but the PBE+U approach tends to overestimate the equilibrium volumes, and also it favors a half-metallic state for the more reduced oxides Mn₃O₄, α-Mn₂O₃, and β-MnO₂, rather than an insulating character as derived from the hybrid functional approaches. The comparison of measured valence-band spectra with the HSE density of states offers a further assessment of the capability of hybrid approaches in overcoming the deficiencies of DFT in treating these kinds of materials.