Sulfonic acid-functionalized polymer electrolyte membranes alternative to Nafion® were developed. These were hydrocarbon systems, such as blend sulfonated polyetheretherketone (s-PEEK), new generation perfluorosulfonic acid (PFSA) systems, and composite zirconium phosphate–PFSA polymers. The membranes varied in terms of composition, equivalent weight, thickness, and filler and were investigated with regard to their methanol permeation characteristics and proton conductivity for application in direct methanol fuel cells. The behavior of the membrane electrode assemblies (MEA) was investigated in fuel cell with the aim to individuate a correlation between membrane characteristics and their performance in a direct methanol fuel cell (DMFC). The power density of the DMFC at 60 °C increased according to a square root-like function of the membrane selectivity. This was defined as the reciprocal of the product between area specific resistance and crossover. The power density achieved at 60 °C for the most promising s-PEEK-based membrane-electrode assembly (MEA) was higher than the benchmark Nafion® 115-based MEA (77 mW·cm−2 vs. 64 mW·cm−2). This result was due to a lower methanol crossover (47 mA·cm−2 equivalent current density for s-PEEK vs. 120 mA·cm−2 for Nafion® 115 at 60 °C as recorded at OCV with 2 M methanol) and a suitable area specific resistance (0.15 Ohm cm2 for s-PEEK vs. 0.22 Ohm cm2 for Nafion® 115).