This paper compares the calibration of different heat flux sensors in radiation- and convection-based sub- and supersonic operation. First, four heat flux sensors based on different principles: ALTP (Transverse Seebeck Effect), HFM-8E (differential-layer device), coaxial Thermocouple and a TG-2000 (circular-foil gage) are calibrated in a laser-based radiation setup. In a second step, all heat flux sensors are compared with a slug-calorimeter within a subsonic convection-dominated facility based on stagnation-point measurements of an impinging hot air jet. The obtained results indicate that a sensitivity transfer between a radiative calibrated sensor used in a mainly convective environment is not always possible and can lead to significant, systematic errors. Calibration in a subsonic shear flow with thermocouple readings demonstrate small divergence from the manufacturer provided sensitivity. Finally, supersonic testing with high frequency shock-boundary layer interactions highlight the need for ALTP rather than the conventional use of thermocouple arrays to resolve the high frequency phenomena associated with shock boundary layer interactions.