Reliable dynamical properties from molecular dynamics simulations require careful control of thermostatting artifacts. We systematically assess how NVE, deterministic thermostats, velocity rescale dynamics, and stochastic Langevin-type thermostats affect time-correlation functions across liquids of varying complexity. The analysis spans vibrational spectra, velocity and pressure autocorrelation, diffusion coefficients, shear viscosities, and Markov state models. Deterministic thermostats and velocity rescale dynamics closely reproduce NVE reference data over all observables. In contrast, strongly coupled stochastic thermostats (𝜏𝑇<1 ps) systematically distort dynamical properties. By contrast, moderate stochastic coupling (𝜏𝑇≈1 ps) restores near-NVE behaviour while maintaining canonical sampling. Our results provide practical guidelines for selecting thermostat schemes when accurate dynamical properties or Markov models are required.