When statistical tests are planned it is necessary to decide on the sample size. If the sample size is too small it will not be possible to estimate the values of statistical parameters to the required degree of accuracy and level of confidence.
If the sample size is too large then the test may be too sensitive. The weakness of many types of hypothesis test is that the only way to adjust the sensitivity of the test is by selecting the appropriate sample size. Refer to practical vs statistical significance. Large sample sizes are also more expensive.
For specific methods refer to: