The most famous classical hatha yoga texts, written between approximately 1500 and 1700 CE, are the Gheranda Samhita, the Siva Samhita, and the Hatha Yoga Pradipika. Another important text is the Hatha Ratnavali. The purpose of this article is to compare them. The primary research questions are: How is hatha yoga presented in these texts, and what are the differences in how hatha yoga practices and techniques are described? What are the differences in how pranayama is presented? Based on this comparison, it can be concluded that the Gheranda Samhita is the most comprehensive of all these classical hatha yoga texts. It offers seventhfold paths to personal perfection. All topics—purifications, asanas, mudras, pratyahara, pranayama, dhyana, and samadhi—are discussed in great detail in the text. The Gheranda Samhita represents the most comprehensive practical approach to hatha yoga; the Shiva Samhita is the most philosophical; The Hatha Yoga Pradipika provides useful, practical guidance, while the Hatha Ratnavali offers a bold new interpretation of all existing yogic knowledge. All texts attempt to integrate physical, mental, and spiritual practices into a holistic body of knowledge for human perfection and a roadmap to self-discovery and spiritual development. All deserve detailed study and the practice of their teachings with discipline and patience.