Nonequilibrium molecular dynamics (NEMD) has been extensively used to study thermal transport at various length scales in many materials. In this method, two local thermostats at different temperatures are used to generate a nonequilibrium steady state with a constant heat flux. Conventionally, the thermal conductivity of a finite system is calculated as the ratio between the heat flux and the temperature gradient extracted from the linear part of the temperature profile away from the local thermostats. Here, we show that, with a proper choice of the thermostat, the nonlinear part of the temperature profile should actually not be excluded in thermal transport calculations. We compare NEMD results against those from the atomistic Green's function method in the ballistic regime and those from the homogeneous nonequilibrium molecular dynamics method in the ballistic-to-diffusive regime. These comparisons suggest that in all the transport regimes, one should directly calculate the thermal conductance from the temperature difference between the heat source and sink and, if needed, convert it into the thermal conductivity by multiplying it with the system length. Furthermore, we find that the Langevin thermostat outperforms the Nosé-Hoover (chain) thermostat in NEMD simulations because of its stochastic and local nature. We show that this is particularly important for studying asymmetric carbon-based nanostructures, for which the Nosé-Hoover thermostat can produce artifacts leading to unphysical thermal rectification.