Several developments regarding the analysis of gene co-expression profiles using complex network theory have been reported recently. Such approaches usually start with the construction of an unweighted gene co-expression network, therefore requiring the selection of a suitable threshold defining which pairs of vertices will be connected. We aimed at addressing such an important problem by suggesting and comparing five different approaches for threshold selection. Each of the methods considers a respective biologically-motivated criterion for electing a potentially suitable threshold. A set of 21 microarray experiments from different biological groups was used to investigate the effect of applying the five proposed criteria to several biological situations. For each experiment, we used the Pearson correlation coefficient to measure the relationship between each gene pair, and the resulting weight matrices were thresholded considering several values, generating respective adjacency matrices (co-expression networks). Each of the five proposed criteria was then applied in order to select the respective threshold value. The effects of these thresholding approaches on the topology of the resulting networks were compared by using several measurements, and we verified that, depending on the database, the impact on the topological properties can be large. However, a group of databases was verified to be similarly affected by most of the considered criteria. Based on such results, it can be suggested that when the generated networks present similar measurements, the thresholding method can be chosen with greater freedom. If the generated networks are markedly different, the thresholding method that better suits the interests of each specific research study represents a reasonable choice.