Method comparison studies are needed for validation of new methods of measurements, for example, non-invasive blood pressure measurements against standard reference methods. After a brief introduction into method comparison studies, this paper is organized in three sections. The first section deals with the widely, though not always appropriately, used classical Bland-Altman plot with the limits of agreement and its extensions with non-constant bias and multiple observations. The second section comments on other statistical approaches including correlation coefficients, linear regressions and sensitivities and specificities which are sometimes seen in method comparison studies. The third section proposes the usage of linear mixed effects models as a flexible way to deal with questions associated with method comparison studies.