Semiconductor lasers can exhibit complex dynamical behavior in the presence of external perturbations. Delayed optical feedback, re-injecting part of the emitted light back into the laser cavity, in particular, can destabilize the laser’s emission. We focus on the emission properties of a semiconductor laser subject to such optical feedback, where the delay of the light re-injection is large compared to the relaxation oscillations period. We present an overview of the main dynamical features that emerge in semiconductor lasers subject to delayed optical feedback, emphasizing how to experimentally characterize these features using intensity and high-resolution optical spectra measurements. The characterization of the system requires the experimentalist to be able to simultaneously measure multiple time scales that can be up to six orders of magnitude apart, from the picosecond to the microsecond range. We highlight some experimental observations that are particularly interesting from the fundamental point of view and, moreover, provide opportunities for future photonic applications.