Relative-rate tests may be used to compare substitution rates between more than two sequences, which yields two main questions: What influence does the number of sequences have on relative-rate tests and what is the influence of the sampling strategy as characterized by the phylogenetic relationships between sequences? Using both simulations and analysis of real data from murids (APRT and LCAT nuclear genes), we show that comparing large numbers of species significantly improves the power of the test. This effect is stronger if species are more distantly related. On the other hand, it appears to be less rewarding to increase outgroup sampling than to use the single nearest outgroup sequence. Rates may be compared between paraphyletic ingroups and using paraphyletic outgroups, but unbalanced taxonomic sampling can bias the test. We present a simple phylogenetic weighting scheme which takes taxonomic sampling into account and significantly improves the relative-rate test in cases of unbalanced sampling. The answers are thus: (1) large taxonomic sampling of compared groups improves relative-rate tests, (2) sampling many outgroups does not bring significant improvement, (3) the only constraint on sampling strategy is that the outgroup be valid, and (4) results are more accurate when phylogenetic relationships between the investigated sequences are taken into account. Given current limitations of the maximum-likelihood and nonparametric approaches, the relative-rate test generalized to any number of species with phylogenetic weighting appears to be the most general test available to compare rates between lineages.