Traditional solvers for tackling combinatorial optimization (CO) problems are usually designed by human experts. Recently, there has been a surge of interest in utilizing deep learning, especially deep reinforcement learning, to automatically learn effective solvers for CO. The resultant new paradigm is termed neural combinatorial optimization (NCO). However, the advantages and disadvantages of NCO relative to other approaches have not been empirically or theoretically well studied. This work presents a comprehensive comparative study of NCO solvers and alternative solvers. Specifically, taking the traveling salesman problem as the testbed problem, the performance of the solvers is assessed in five aspects, i.e., effectiveness, efficiency, stability, scalability, and generalization ability. Our results show that the solvers learned by NCO approaches, in general, still fall short of traditional solvers in nearly all these aspects. A potential benefit of NCO solvers would be their superior time and energy efficiency for small-size problem instances when sufficient training instances are available. Hopefully, this work would help with a better understanding of the strengths and weaknesses of NCO and provide a comprehensive evaluation protocol for further benchmarking NCO approaches in comparison to other approaches.