With the rapid proliferation of drones and drone networks across various application domains, ensuring their security against cyber threats has become imperative. This paper presents a comprehensive analysis and comparative analysis of the state-of-the-art techniques for detecting cyber threats in drone networks. The background provides a primer on drones, networks, drone network architectures, communication mechanisms, and enabling technologies like wireless protocols, satellite navigation, onboard computers, sensors, and flight control systems. The landscape of emerging technologies including blockchain, software-defined networking, machine learning, fog computing, ad-hoc networks, and swarm intelligence is reviewed in the context of transforming drone network capabilities while also introducing potential vulnerabilities. The paper delves into common cyber threats faced by drone networks such as hacking, DoS attacks, data breaches, and GPS spoofing. A detailed literature review of proposed threat detection techniques is provided, categorized into machine learning, multi-agent systems, blockchain, intrusion detection systems, software solutions, and miscellaneous methods. A key gap identified is handling increasingly sophisticated attacks, complex environments, and resource limitations in aerial platforms. The analysis highlights accuracy, overhead and real-time trade-offs between techniques, while factors like model optimization can influence efficacy. A comparative analysis highlights the advantages and limitations of each approach considering metrics like accuracy, scalability, flexibility, and overhead. Key observations include the trade-offs between computational complexity and real-time performance, the challenges in handling evolving attack techniques, and the dependencies between detection accuracy and factors like model selection and training data quality. The analysis provides a comprehensive reference for cyber threat detection in drone networks, benefiting researchers and practitioners aiming to advance this crucial area of drone security through robust detection systems tailored for resource-constrained aerial environments.