© 2014 Dulin et al.The possibility to observe microsecond dynamics at the sub-micron scale, opened by recent technological advances in fast camera sensors, will affect many biophysical studies based on particle tracking in optical microscopy. A main limiting factor for further development of fast video microscopy remains the illumination of the sample, which must deliver sufficient light to the camera to allow microsecond exposure times. Here we systematically compare the main illumination systems employed in holographic tracking microscopy, and we show that a superluminescent diode and a modulated laser diode perform the best in terms of image quality and acquisition speed, respectively. In particular, we show that the simple and inexpensive laser illumination enables less than 1ms camera exposure time at high magnification on a large field of view without coherence image artifacts, together with a good hologram quality that allows nm-tracking of microscopic beads to be performed. This comparison of sources can guide in choosing the most efficient illumination system with respect to the specific application.