This study spotlights the fundamental insights about the systematic and comparative analysis of four famous hybrid classes of density functional theory (DFT) methods and their efficacy to calculate the linear and nonlinear optical (NLO) polarizabilities. For this study, urea and para-nitroaniline (p-NA) molecular geometries are used as prototypes to calculate their linear and NLO properties. For comparative purposes, these molecules are often used as reference organic molecules for determination of NLO response properties and there is a dire need for such a benchmark database to be utilized by the researchers. We report systematically a range of functionals including hybrid (B3LYP, PBE1PBE, BH and HLYP), meta-hybrid (M06, M06-2X, M06-HF, M06-L), long-range corrected (CAM-B3LYP, LC-BLYP, LC-B97D, LC-B97D3) and functional with dispersion correction (ωB97, ωB97X, ωB97XD, HSEH1PBE). These groups are evaluated and their efficiency to calculate linear and NLO properties is graphically compared with each other. Overall, there are less deviations among different functionals for calculating dipole moments of p-NA and urea while these deviations enhance as one moves from dipole moment to linear polarizability and nonlinear hyperpolarizabilities. In general, if we look at the trends, the polarizability values of B3LYP, M06-L, CAM-B3LYP and HSEH1PBE are relatively large and can be compared with each other. The dispersion corrected and long-range corrected functionals show more systematic deviations. For instance, among dispersion corrected functionals, the amplitudes of dipole moments, linear polarizability and NLO polarizabilities show an increasing trend as ωB97<ωB97X<ωB97XD<HSEH1PBE. It is also important to note that LC-B97D and LC-B97D3 of long-range corrected functional have observed exactly the same values of all the calculated parameters. A good agreement is being observed in static first and second hyperpolarizabilities of urea (B3LYP, M06-L, M06 and HSEH1PBE) and p-NA (B3LYP, M06, M06-L, CAM-B3LYP and HSEH1PBE). Thus, we believe that the current investigation will provide the benchmark data of reference NLO molecules at different methods for theoretical community and molecular level insights for experimental community to design better NLO materials for hi-tech NLO applications.