In current genome-wide association studies (GWAS), the analysis is usually focused on autosomal variants only, and the sex chromosomes are often neglected. Recently, a number of technical hurdles have been described that add to a reluctance of including chromosome X in a GWAS, including complications in genotype calling, imputation, and selection of test statistics. To overcome this, we provide a "how to" guide for analyzing X chromosomal data within a standard GWAS. Following a general pipeline for GWAS, we highlight the steps in which the X chromosome requires specific attention, and we give tentative advice for each of these. Through this, we show that by selection of sensible algorithms and parameter settings, the inclusion of chromosome X in GWAS is manageable. Closing this gap is expected to further elucidate the genetic background of complex diseases, especially of those with sex-specific features.