In this paper, a Phonocardiography (PCG)- based comparative study for cardiovascular anomalies’ early detection system is proposed. Some of the main signal processing and deep learning methods applied in the literature to PCG signals are contrasted to differentiate normal heartbeats from abnormal ones and classify five of the most common murmurs, the "lub" and "dub" of "lub-dub" are formed by combining the typical heartbeat sound S1 and S2. The results of this comparative study show an average of 92.14 % for heart anomaly detection and 71.02 % for classification rates. This is achieved by using Deep Neural Network (DNN) classification with Hyperbolic Tangent (tanh) activation function, a 5-layer with 100 neurons in each layer. The Discrete Wavelet Transform (DWT) was found to be the best denoising algorithm and the Heart Sound Envelogram (HSE) was the best segmentation method for the PCG signal. Mel Frequency Cepstral Coefficients (MFCC) Features outperformed their Time and Frequency Domain counterparts. This work proved to be useful in the framework of intelligent and preventative health care systems, offering a convenient early warning home-care tool that should help to direct potentially ill individuals to cardiologists for more precise diagnoses.