Hardware Trojan Horses (HTHs) are malicious and stealthy alterations of integrated circuits introduced at design or fabrication steps in order to modify the circuit's intended behavior when deployed in the field. Due to HTHs stealth and diversity (intended alteration, implementation, triggering conditions), detecting and/or locating them is a challenging task. Several HTHs detection approaches have been proposed to address this problem. This paper focuses on so-called "side-channel analysis" methods, i.e., methods that use power or delay measurements to detect potential HTHs. It reviews these methods and raises some considerations about the experiments made to evaluate them. Moreover, an original case study is presented in which we show that weak experiments may lead to misleading interpretations. Last, we evoke problems inherent to actual power and delay measurements.