Selecting appropriate hyperparameters is crucial for unlocking the full potential of advanced unsupervised domain adaptation (UDA) methods in unlabeled target domains. Although this challenge remains under-explored, it has recently garnered increasing attention with the proposals of various model selection methods. Reliable model selection should maintain performance across diverse UDA methods and scenarios, especially avoiding highly risky worst-case selections—selecting the model or hyperparameter with the worst performance in the pool.\textit{Are existing model selection methods reliable and versatile enough for different UDA tasks?} In this paper, we provide a comprehensive empirical study involving 8 existing model selection approaches to answer this question. Our evaluation spans 12 UDA methods across 5 diverse UDA benchmarks and 5 popular UDA scenarios.Surprisingly, we find that none of these approaches can effectively avoid the worst-case selection. In contrast, a simple but overlooked ensemble-based selection approach, which we call EnsV, is both theoretically and empirically certified to avoid the worst-case selection, ensuring high reliability. Additionally, EnsV is versatile for various practical but challenging UDA scenarios, including validation of open-partial-set UDA and source-free UDA.Finally, we call for more attention to the reliability of model selection in UDA: avoiding the worst-case is as significant as achieving peak selection performance and should not be overlooked when developing new model selection methods. Code is available at https://github.com/LHXXHB/EnsV.