All explosive formulations display some sensitivity to heat. A common technique utilized to measure an explosive's response to thermal stimulation is differential scanning calorimetry (DSC). As DSC analysis is run on quantities of material easily handled in a laboratory setting, and is relatively inexpensive, it tends to be one of the more predominant tools utilized to determine potential thermal hazards of energetic materials. The analysis of energetic materials via DSC provides unique challenges, as both large energy outputs and significant production of gaseous products result from their decompositions. In addition, the unique thermal decomposition characteristics of ammonium nitrate (AN) based materials have also created difficulties in DSC analyses. A wide variety of techniques have been developed to study the decomposition of explosives. Traditionally, sealed glass capillaries were utilized to house samples. Recently, the introduction of specialty cells designed to withstand high pressures has enabled new sampling techniques to be developed. Analyses of explosives with both traditional and "high-pressure" cells will be compared and contrasted. Lessons learned about the application of both techniques towards analyzing thermal hazards such as incompatibilities will be presented. Inconsistencies in the results displayed during analyses of AN-based explosives will be highlighted. Recommendations on the best approach for analyzing the more problematic AN formulations will be given.