To just show relative expression then western blot, if you want to quantify the overexpression then elisa is helpful. This assumes you have an antibody or tag for detection.
It depends on the level you want to detect. If it is an mRNA level regulation (increased promotor activity, decreased targeting miRNA) and you want to focus on that, qPCR (ΔCT or ΔΔCT method quantitative PCR) is the method to go. If you want to focus on protein levels, then you should perform a western blot (or ELISA, immunofluorescence or immunohistochemistry). Remember that the mRNA levels may not always represent protein levels as the protein itself may be regulated via translation or degradation (or its activity may be regulated post-transcriptionally or via localization). Therefore if you are investigating the activity of a transcription factor (or miRNA or siRNA) that targets your gene, you should perform a qPCR but if you are interested in the amount of protein that is coded from your gene, you should perform western blot.