Large language models (LLMs) achieve strong performance across many natural language processing tasks, yet their decision processes remain difficult to interpret. This lack of transparency creates challenges for trust, debugging, and deployment in real-world systems. This paper presents an applied comparative study of three explainability techniques: Integrated Gradients, Attention Rollout, and SHAP, on a fine-tuned DistilBERT model for SST-2 sentiment classification. Rather than proposing new methods, the focus is on evaluating the practical behavior of existing approaches under a consistent and reproducible setup. The results show that gradient-based attribution provides more stable and intuitive explanations, while attention-based methods are computationally efficient but less aligned with prediction-relevant features. Model-agnostic approaches offer flexibility but introduce higher computational cost and variability. This work highlights key trade-offs between explainability methods and emphasizes their role as diagnostic tools rather than definitive explanations. The findings provide practical insights for researchers and engineers working with transformer-based NLP systems. This is a preprint and has not undergone peer review.