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CoSb₃ is an example of a highly challenging case for experimental charge-density analysis due to the heavy elements (suitability factor of ~0.01), the perfect crystallinity and the high symmetry of the compound. It is part of a family of host-guest structures that are potential candidates for use as high-performance thermoelectric materials. Obtaining and analysing accurate charge densities of the undoped host structure potentially can improve the understanding of the thermoelectric properties of this family of materials. In a previous study, analysis of the electron density gave a picture of covalent Co-Sb and Sb-Sb interactions together with relatively low atomic charges based on state-of-the-art experimental and theoretical data. In the current study, several experimental X-ray diffraction data sets collected on the empty CoSb₃ framework are compared in order to probe the experimental requirements for obtaining data of high enough quality for charge-density analysis even in the case of very unsuitable crystals. Furthermore, the quality of the experimental structure factors is tested by comparison with theoretical structure factors obtained from periodic DFT calculations. The results clearly show that, in the current study, the data collected on high-intensity, high-energy synchrotron sources and very small crystals are superior to data collected at conventional sources, and in fact necessary for a meaningful charge-density study, primarily due to greatly diminished effects of extinction and absorption which are difficult to correct for with sufficient accuracy.