@SHADES
7-zip (LZMA) beats LZX, too, I believe.
Okay did some real benchmarking. I tried to use the --best or -9 option for each compressor:
full_testset.tar 53145600
full_testset.tar.lha 15983773
full_testset.tar.gz 14954357
full_testset.tar.lzx 13938393
full_testset.tar.bz2 13531799
full_testset.tar.lzma 12271986
The full_testset.tar includes the data from
http://www.maximumcompression.com/data/files/Another benchmark, the linux kernel source
linux-2.6.26.5.tar.bz2:
linux-2.6.26.5.tar 289556480
linux-2.6.26.5.tar.lha 72452510
linux-2.6.26.5.tar.gz 62547773
linux-2.6.26.5.tar.lzx 55986385
linux-2.6.26.5.tar.bz2 49450713
linux-2.6.26.5.tar.lzma 40785256
So from this data it'd seem both bzip2 and lzma easily beat LZX.