There are various methods for calculating rarefied gas flows, in particular, statistical methods and deterministic methods based on the finite-difference solutions of the Boltzmann nonlinear kinetic equation and on the solutions of model kinetic equations. There is no universal method; each has its disadvantages in terms of efficiency or accuracy. The choice of the method depends on the problem to be solved and on parameters of calculated flows. Qualitative theoretical arguments help to determine the range of parameters of effectively solved problems for each method; however, it is advisable to perform comparative tests of calculations of the classical problems performed by different methods and with different parameters to have quantitative confirmation of this reasoning. The paper provides the results of the calculations performed by the authors with the help of the Direct Simulation Monte Carlo method and finite-difference methods of solving the Boltzmann equation and model kinetic equations. Based on this comparison, conclusions are made on selecting a particular method for flow simulations in various ranges of flow parameters.