To investigate the relative efficacy of both positive and purifying natural selection on the X chromosome and the autosomes in Drosophila, we compared rates and patterns of molecular evolution between these chromosome sets using the newly available alignments of orthologous genes from 12 species. Parameters that may influence the relative X versus autosomal substitution rates include the relative effective population sizes, the male and female germline mutation rates, the distribution of allelic effects on fitness, and the degree of dominance of novel mutations. Our analysis reveals that codon usage bias is consistently greater for X-linked genes, suggesting that purifying selection consistently has greater efficacy on the X chromosome than on the autosomes across the Drosophila phylogeny. However, our results are less consistent with respect to the efficacy of positive selection, with only some lineages showing a higher substitution rate on the X chromosome. This suggests that either the distribution of selective effects of mutations or other relevant parameters are sufficiently variable across species to tip the balance in different ways in individual lineages. These data suggest that rates of substitution are not solely governed by adaptive evolution. This genome-wide analysis provides a clear picture that the efficacy of selection varies intragenomically and that this effect is markedly more consistent across the phylogeny in the case of purifying selection. Our results also suggest that simple models that predict systematic differences in rates of evolution between the X and the autosomes can only be made to be compatible with these Drosophila data if the relevant population genetic parameters that drive substitution rates differ among species and chromosomal contexts.