Gas turbines and rocket engines sometimes suffer from violent oscillations caused by feedback between acoustic waves and flames in the combustion chamber. These are known as thermoacoustic oscillations and they often occur late in the design process. Their elimination usually requires expensive tests and re-design. Full scale tests and laboratory scale experiments show that these oscillations can usually be stabilized by making small changes to the system. The complication is that, while there is often just one unstable natural oscillation (eigenmode), there are very many possible changes to the system. The challenge is to identify the optimal change systematically, cheaply, and accurately. This paper shows how to evaluate the sensitivities of a thermoacoustic eigenmode to all possible system changes with a single calculation by applying adjoint methods to a thermoacoustic Helmholtz solver. These sensitivities are calculated here with finite difference and finite element methods, in the weak form and the strong form, with the discrete adjoint and the continuous adjoint, and with a Newton method applied to a nonlinear eigenvalue problem and an iterative method applied to a linear eigenvalue problem. This is the first detailed comparison of adjoint methods applied to thermoacoustic Helmholtz solvers. Matlab codes are provided for all methods and all figures so that the techniques can be easily applied and tested. This paper explains why the finite difference of the strong form equations with replacement boundary conditions should be avoided and why all of the other methods work well. Of the other methods, the discrete adjoint of the weak form equations is the easiest method to implement; it can use any discretization and the boundary conditions are straightforward. The continuous adjoint is relatively easy to implement but requires careful attention to boundary conditions. The Summation by Parts finite difference of the strong form equations with a Simultaneous Approximation Term for the boundary conditions (SBP--SAT) is more challenging to implement, particularly at high order or on non-uniform grids. Physical interpretation of these results shows that the well-known Rayleigh criterion should be revised for a linear analysis. This criterion states that thermoacoustic oscillations will grow if heat release rate oscillations are sufficiently in phase with pressure oscillations. In fact, the criterion should contain the adjoint pressure rather than the pressure. In self-adjoint systems the two are equivalent. In non-self-adjoint systems, such as all but a special case of thermoacoustic systems, the two are different. Finally, the sensitivities of the growth rate of oscillations to placement of a hot or cold mesh are calculated, simply by multiplying the feedback sensitivities by a number. These sensitivities are compared successfully with experimental results. With the same technique, the influence of the viscous and thermal acoustic boundary layers is found to be negligible, while the influence of a Helmholtz resonator is found, as expected, to be considerable.