We investigate the thermoelectric properties of the half-Heusler alloys XCoSb (X: Ti,Zr,Hf) by solving Boltzmann transport equations and discuss them in terms of the electronic band structure. The rigid band approximation is employed to address the effects of doping. While many half-Heuser alloys show excellent thermoelectric performance, the materials under study are special by supporting both n- and p-doping. We identify the reasons for this balanced thermoelectric transport and explain why experimentally p-doping is superior to n-doping. We also determine the spectrum of phonon mean free paths to guide grain refinement methods to enhance the thermoelectric figure of merit.