DNA microarray experiments generating thousands of gene expression measurements, are used to collect information from tissue and cell samples regarding gene expression differences that could be useful for diagnosis disease, distinction of the specific tumor type, etc. One important application of gene expression microarray data is the classification of samples into known categories. As DNA microarray technology measures the gene expression en masse, this has resulted in data with the number of features (genes) far exceeding the number of samples. As the predictive accuracy of supervised classifiers that try to discriminate between the classes of the problem decays with the existence of irrelevant and redundant features, the necessity of a dimensionality reduction process is essential. We propose the application of a gene selection process, which also enables the biology researcher to focus on promising gene candidates that actively contribute to classification in these large scale microarrays. Two basic approaches for feature selection appear in machine learning and pattern recognition literature: the filter and wrapper techniques. Filter procedures are used in most of the works in the area of DNA microarrays. In this work, a comparison between a group of different filter metrics and a wrapper sequential search procedure is carried out. The comparison is performed in two well-known DNA microarray datasets by the use of four classic supervised classifiers. The study is carried out over the original-continuous and three-intervals discretized gene expression data. While two well-known filter metrics are proposed for continuous data, four classic filter measures are used over discretized data. The same wrapper approach is used for both continuous and discretized data. The application of filter and wrapper gene selection procedures leads to considerably better accuracy results in comparison to the non-gene selection approach, coupled with interesting and notable dimensionality reductions. Although the wrapper approach mainly shows a more accurate behavior than filter metrics, this improvement is coupled with considerable computer-load necessities. We note that most of the genes selected by proposed filter and wrapper procedures in discrete and continuous microarray data appear in the lists of relevant-informative genes detected by previous studies over these datasets. The aim of this work is to make contributions in the field of the gene selection task in DNA microarray datasets. By an extensive comparison with more popular filter techniques, we would like to make contributions in the expansion and study of the wrapper approach in this type of domains.