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We present the first comprehensive experimental study, to our knowledge, of the routes between nonlinear dynamics induced in a semiconductor laser under external optical injection based on an analysis of time-averaged measurements of the optical and RF spectra and phasors of real-time series of the laser output. The different means of analysis are compared for several types of routes and the benefits of each are discussed in terms of the identification and mapping of the nonlinear dynamics. Finally, the results are presented in a novel audio/video format that describes the evolution of the dynamics with the injection parameters.