Here a direct comparison is made between various X-ray wavefront sensing methods with application to optics alignment and focus characterization at X-ray free-electron lasers (XFELs). Focus optimization at XFEL beamlines presents unique challenges due to high peak powers as well as beam pointing instability, meaning that techniques capable of single-shot measurement and that probe the wavefront at an out-of-focus location are desirable. The techniques chosen for the comparison include single-phase-grating Talbot interferometry (shearing interferometry), dual-grating Talbot interferometry (moiré deflectometry) and speckle tracking. All three methods were implemented during a single beam time at the Linac Coherent Light Source, at the X-ray Pump Probe beamline, in order to make a direct comparison. Each method was used to characterize the wavefront resulting from a stack of beryllium compound refractive lenses followed by a corrective phase plate. In addition, difference wavefront measurements with and without the phase plate agreed with its design to within λ/20, which enabled a direct quantitative comparison between methods. Finally, a path toward automated alignment at XFEL beamlines using a wavefront sensor to close the loop is presented.