The availability of complete genomes allows for direct and powerful tests of the different processes underlying molecular evolution and quantification of their relative contributions. Here, I evaluate the relative contributions of natural selection and random genetic drift in shaping the evolution of the genome of Strongylocentrotid sea urchins using the assembled genome of the purple sea urchin, Strongylocentrotus purpuratus and by sequencing the entire genome of eight additional closely related species. I use a phylogenomic approach taking advantage of the data provided by 3,848 nuclear genes to obtain a robust and well-resolved phylogeny of the group. I observe that synonymous codon usage is biased in S. purpuratus and that there are five distinct clusters of codon usage. I find evidence that natural selection acts on slightly advantageous mutations through changes in synonymous codon usage bias, involving translational efficiency and/or accuracy as well as mRNA folding stability. Finally, using the comparative genomics of the group and the rates of synonymous and non-synonymous substitutions between species I detected strong evidence for broadly acting purifying selection and extensive signals of positive Darwinian selection (27.6% of genes). Sea urchins have long served as model organisms and have provided key insights into our basic understanding of biology and will continue to continue furthering our understanding of the role of natural selection on shaping the genome in the future.