Bessel, Bessel-Gauss, and Gaussian beams have widely been investigated in optics in the paraxial approximation, under the frame of a scalar wave theory. Such approximations can hardly be applied in the microwave/millimeter-wave range, where the vectorial nature of the electromagnetic fields cannot be neglected, and experimental realizations for some of these beams appeared only recently. In this work, we discuss the generation of Bessel, Bessel-Gauss, and Gaussian beams through a fully vectorial electromagnetic approach. The field derivation of all these beams is first illustrated and numerical evaluations are then reported to compare their different propagation and diffractive behaviors. Finally, an innovative approach for realizing such solutions with planar microwave devices exploiting leaky waves is demonstrated through accurate numerical simulations.