When deciding on an appropriate statistical test, it is essential to pay attention to your data and your hypotheses.
Try asking yourself the following questions:
1. Do I have groups of data or continuous scores on two variables? If you have groups you need to use a test that looks at groups such as an independent t-test. If you want to compare the scores on two different variables, correlation/regression is your best bet.
2. Do I have a hypothesis? T tests or ANOVA can be used to test hypotheses when we have a categorical independent variable whereas correlation/regression is usually not used in this manner (these techniques can be used for categorical data but are more often used on continuous variables).
3. If you have groups, are they independent or paired? Independent groups are unrelated to each other. Paired scores are usually either before-after or matched pairs type designs.