Genome wide association studies (GWAS) have revealed many fascinating insights into complex diseases even from simple, single-marker statistical tests. Most of these tests are designed for testing of associations between a phenotype and an autosomal genotype and are therefore not applicable to X chromosome data. Testing for association on the X chromosome raises unique challenges that have motivated the development of X-specific statistical tests in the literature. However, to date there has been no study of these methods under a wide range of realistic study designs, allele frequencies and disease models to assess the size and power of each test. To address this, we have performed an extensive simulation study to investigate the effects of the sex ratios in the case and control cohorts, as well as the allele frequencies, on the size and power of eight test statistics under three different disease models that each account for X-inactivation. We show that existing, but under-used, methods that make use of both male and female data are uniformly more powerful than popular methods that make use of only female data. In particular, we show that Clayton’s one degree of freedom statistic [Clayton, 2008] is robust and powerful across a wide range of realistic simulation parameters. Our results provide guidance on selecting the most appropriate test statistic to analyse X chromosome data from GWAS and show that much power can be gained by a more careful analysis of X chromosome GWAS data.