Being a teaching assistant in statistics for students with diverse backgrounds, I have the chance to see what is globally not well understood by students.
I have realized that it is usually not a problem for students to do a specific statistical test when they are told which one to use (as long as they have good resources and they have been attentive during classes, of course). However, it appears that the task is much more difficult for them when they need to choose what test to do.
Click through for the chart, as well as a PDF version. H/T R-Bloggers.