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[Display omitted] • Multilocus nuclear data significantly improve phylogeny estimates for Campylorhynchus wrens. • Most intercontinental dispersal in the genus occurred after closure of the Isthmus of Panama. • Sex linkage appears to improve phylogeny estimation on a per node but not per locus basis. • We argue denser sampling of the avian Z chromosome by target enrichment arrays is warranted. Although there is general consensus that sampling of multiple genetic loci is critical in accurate reconstruction of species trees, the exact numbers and the best types of molecular markers remain an open question. In particular, the phylogenetic utility of sex-linked loci is underexplored. Here, we sample all species and 70% of the named diversity of the New World wren genus Campylorhynchus using sequences from 23 loci, to evaluate the effects of linkage on efficiency in recovering a well-supported tree for the group. At a tree-wide level, we found that most loci supported fewer than half the possible clades and that sex-linked loci produced similar resolution to slower-coalescing autosomal markers, controlling for locus length. By contrast, we did find evidence that linkage affected the efficiency of recovery of individual relationships; as few as two sex-linked loci were necessary to resolve a selection of clades with long to medium subtending branches, whereas 4–6 autosomal loci were necessary to achieve comparable results. These results support an expanded role for sampling of the avian Z chromosome in phylogenetic studies, including target enrichment approaches. Our concatenated and species tree analyses represent significant improvements in our understanding of diversification in Campylorhynchus , and suggest a relatively complex scenario for its radiation across the Miocene/Pliocene boundary, with multiple invasions of South America. [ABSTRACT FROM AUTHOR]