Computational integrative analysis has become a significant approach in the data-driven exploration of biological problems. Many integration methods for cancer subtyping have been proposed, but evaluating these methods has become a complicated problem due to the lack of gold standards. Moreover, questions of practical importance remain to be addressed regarding the impact of selecting appropriate data types and combinations on the performance of integrative studies. Here, we constructed three classes of benchmarking datasets of nine cancers in TCGA by considering all the eleven combinations of four multi-omics data types. Using these datasets, we conducted a comprehensive evaluation of ten representative integration methods for cancer subtyping in terms of accuracy measured by combining both clustering accuracy and clinical significance, robustness, and computational efficiency. We subsequently investigated the influence of different omics data on cancer subtyping and the effectiveness of their combinations. Refuting the widely held intuition that incorporating more types of omics data always produces better results, our analyses showed that there are situations where integrating more omics data negatively impacts the performance of integration methods. Our analyses also suggested several effective combinations for most cancers under our studies, which may be of particular interest to researchers in omics data analysis.