We compare multi-wavelength SFR indicators out to z~3 in GOODS-South. Our analysis uniquely combines U-to-8um photometry from FIREWORKS, MIPS 24um and PACS 70, 100, and 160um photometry from the PEP survey, and Ha spectroscopy from the SINS survey. We describe a set of conversions that lead to a continuity across SFR indicators. A luminosity-independent conversion from 24um to total infrared luminosity yields estimates of LIR that are in the median consistent with the LIR derived from PACS photometry, albeit with significant scatter. Dust correction methods perform well at low to intermediate levels of star formation. They fail to recover the total amount of star formation in systems with large SFR_IR/SFR_UV ratios, typically occuring at the highest SFRs (SFR_UV+IR \gtrsim 100 Msun/yr) and redshifts (z \gtrsim 2.5) probed. Finally, we confirm that Ha-based SFRs at 1.5