Accurate brain tissue segmentation in Magnetic Resonance Imaging (MRI) has attracted the attention of medical doctors and researchers since variations in tissue volume help in diagnosing and monitoring neurological diseases. Several proposals have been designed throughout the years comprising conventional machine learning strategies as well as convolutional neural networks (CNN) approaches. In particular, in this paper, we analyse a sub-group of deep learning methods producing dense predictions. This branch, referred in the literature as Fully CNN (FCNN), is of interest as these architectures can process an input volume in less time than CNNs and local spatial dependencies may be encoded since several voxels are classified at once. Our study focuses on understanding architectural strengths and weaknesses of literature-like approaches. Hence, we implement eight FCNN architectures inspired by robust state-of-the-art methods on brain segmentation related tasks. We evaluate them using the IBSR18, MICCAI2012 and iSeg2017 datasets as they contain infant and adult data and exhibit varied voxel spacing, image quality, number of scans and available imaging modalities. The discussion is driven in three directions: comparison between 2D and 3D approaches, the importance of multiple modalities and overlapping as a sampling strategy for training and testing models. To encourage other researchers to explore the evaluation framework, a public version is accessible to download from our research website.