Many of the most promising new density functionals have improved the treatment of non-local exchange effects with the help of semi-empirical information and more sophisticated recipes for combining Hartree-Fock and local exchange approximations. In order to quantify recent advancements and identify directions for improvement, we have examined a broad spectrum of test problems. We evaluate the performance of several new hybrid density functionals (ωB97, ωB97X, ωB97X-D, LRC-ωPBEh, M06, M06-2X, and M06-HF) on a variety of chemical problems, some sensitive to the treatment of exact exchange (which we have hoped to systematically improve) and some which require a balanced treatment of correlation. Since all of the functionals under consideration are parameterized with ground-state thermochemical data, the benchmark aims to determine the applicability of the new density functionals to cases that have not been considered in the optimization of the semi-empirical parameters. The first class of benchmarks includes the excitation energies of 21 molecules (83 states) primarily from a recent benchmark conducted by Tozer and co-workers, with some additional references from data made available from the groups of Thiel and Truhlar. We briefly examine the conformational preferences of a small peptide and complete our study with two recently published sets of data that have shown large, systematic errors in simple alkane thermochemistry. While our results indicate that the more general hybrids currently under development perform well for problems outside of their parameterization and improve over the standard hybrid density functionals in an essentially systematic way, there is still a significant self-interaction error in the more difficult cases. Functionals based on a range-separation of exchange and functionals depending on the kinetic-energy density both perform comparably, and there is evidence for complementary strengths.