We propose two methods to find analytic periodic approximations intended for differential equations of Hill type. Here, we apply these methods on the simplest case of the Mathieu equation. The former has been inspired in the harmonic balance method and designed to find, making use on a given algebraic function, analytic approximations for the critical values and their corresponding periodic solutions of the Mathieu differential equation. What is new is that these solutions are valid for all values of the equation parameter q, no matter how large. The second one uses truncations of Fourier series and has connections with the least squares method.