The concept of classical $f$-divergences gives a unified framework to construct and study measures of dissimilarity of probability distributions; special cases include the relative entropy and the Rényi divergences. Various quantum versions of this concept, and more narrowly, the concept of Rényi divergences, have been introduced in the literature with applications in quantum information theory; most notably Petz' quasi-entropies (standard $f$-divergences), Matsumoto's maximal $f$-divergences, measured $f$-divergences, and sandwiched and $α$-$z$-Rényi divergences. In this paper we give a systematic overview of the various concepts of quantum $f$-divergences with a main focus on their monotonicity under quantum operations, and the implications of the preservation of a quantum $f$-divergence by a quantum operation. In particular, we compare the standard and the maximal $f$-divergences regarding their ability to detect the reversibility of quantum operations. We also show that these two quantum $f$-divergences are strictly different for non-commuting operators unless $f$ is a polynomial, and obtain some analogous partial results for the relation between the measured and the standard $f$-divergences. We also study the monotonicity of the $α$-$z$-Rényi divergences under the special class of bistochastic maps that leave one of the arguments of the Rényi divergence invariant, and determine domains of the parameters $α,z$ where monotonicity holds, and where the preservation of the $α$-$z$-Rényi divergence implies the reversibility of the quantum operation.