Observations with powerful X-ray telescopes, such as XMM-Newton and Chandra, significantly advance our understanding of massive stars. Nearly all early-type stars are X-ray sources. Studies of their X-ray emission provide important diagnostics of stellar winds. High-resolution X-ray spectra of O-type stars are well explained when stellar wind clumping is taking into account, providing further support to a modern picture of stellar winds as non-stationary, inhomogeneous outflows. X-ray variability is detected from such winds, on time scales likely associated with stellar rotation. High-resolution X-ray spectroscopy indicates that the winds of late O-type stars are predominantly in a hot phase. Consequently, X-rays provide the best observational window to study these winds. X-ray spectroscopy of evolved, Wolf-Rayet type, stars allows to probe their powerful metal enhanced winds, while the mechanisms responsible for the X-ray emission of these stars are not yet understood.