A Monte Carlo simulation was conducted to compare five, pairwise multiple comparison procedures. The number of means varied from 4 to 6 and the sample size ratio varied from 1 to 60. Procedures were evaluated on the basis of Type I errors, any‐pair power and all‐pairs power. Four procedures were shown to be conservative, while the fifth provided adequate control of Type I errors only for restricted values of sample size ratios. No procedure was found to be uniformly most powerful. The Tukey‐Kramer procedure was found to provide the best any‐pair power provided it is applied without requiring a significant overall F test. In most cases, the Hayter‐Fisher modification of the Tukey‐Kramer was found to provide very good any‐pair power and to be uniformly more powerful than the Tukey‐Kramer when a significant overall F test is required. A partition‐based version of Peritz's method usually provided the greatest all‐pairs power. A modification of the Shaffer‐Welsch was found to be useful in certain conditions.