Modern computer communication technologies make it possible to create very flexible Data delivery service (DDS) design that can efficiently meet the quality-of-service needs of a wide variety of power system control and monitoring applications, some which only become possible with better communications. One aspect of the smart grid is that multiple applications will use data from each location. Furthermore, the use of the data for important power grid control functions requires each message's source be authenticated, leading to the need for multicast message authentication. All known multicast message authentication approaches carry trade-offs between quality-of-service (QoS) aspects such as added latency, computational cost, and the precise authentication guarantees they afford. This paper surveys several multicast authentication approaches for use in a power grid DDS based on an experimental evaluation of their latency and computational costs and an assessment of the appropriateness of their authentication guarantees for use in power grid applications.