Sequence capture and restriction site associated DNA sequencing (RAD-Seq) are two genomic enrichment strategies for applying next-generation sequencing technologies to systematics studies. At shallow timescales, such as within species, RAD-Seq has been widely adopted among researchers, although there has been little discussion of the potential limitations and benefits of RAD-Seq and sequence capture. We discuss a series of issues that may impact the utility of sequence capture and RAD-Seq data for shallow systematics in non-model species. We review prior studies that used both methods, and investigate differences between the methods by re-analyzing existing RAD-Seq and sequence capture data sets from a Neotropical bird (Xenops minutus). We suggest that the strengths of RAD-Seq data sets for shallow systematics are the wide dispersion of markers across the genome, the relative ease and cost of laboratory work, the deep coverage and read overlap at recovered loci, and the high overall information that results. Sequence capture's benefits include flexibility and repeatability in the genomic regions targeted, success using low-quality samples, more straightforward read orthology assessment, and higher per-locus information content. The utility of a method in systematics, however, rests not only on its performance within a study, but on the comparability of data sets and inferences with those of prior work. In RAD-Seq data sets, comparability is compromised by low overlap of orthologous markers across species and the sensitivity of genetic diversity in a data set to an interaction between the level of natural heterozygosity in the samples examined and the parameters used for orthology assessment. In contrast, sequence capture of conserved genomic regions permits interrogation of the same loci across divergent species, which is preferable for maintaining comparability among data sets and studies for the purpose of drawing general conclusions about the impact of historical processes across biotas. We argue that sequence capture should be given greater attention as a method of obtaining data for studies in shallow systematics and comparative phylogeography.