The point is plotted precisely at x=17.791, y=45.35; the problem is that the label used for the last tick is wrong (you manually declared it to be 18 and this overrides the default value of 17.8); the problem is not the plotting: the problem is the way in which you place the x labels (specifically the last one).
In the following example I show one possible way to correct the situation: I let xtick=data (so now the ticks and their labels are automatically picked from the table) and used extra x ticks and extra xtick labels with an auxiliary blue grid just to show where the point corresponding to 18 really is; I also changed the mark used (the mark you used is too big, in my opinion, and could produce the impression of being located at x=18) and also used a different color just for visualization purposes. As you can see, the x-coordinate for the last point is just where it should be (a little to the left of the red vertical line drawn for x=18):
\documentclass{article}
\usepackage{pgfplots}
\pgfplotsset{compat = 1.3}
\begin{document}
\begin{tikzpicture}[scale=1.2]
\begin{axis}[
xmax=18500,
legend style={legend pos = north west, font=\footnotesize, draw=none},
legend cell align=left,
xtick=data,
ytick={0,5,10,...,45},
extra x ticks={18000},
extra x tick labels={},
extra x tick style={grid=major,tick label style={rotate=90,anchor=east}},
major grid style={color=red},
every axis label={font=\footnotesize},
tick label style={font=\footnotesize},
label style={font=\footnotesize},
enlarge x limits=false,
enlarge y limits=false,
scaled x ticks=base 10:-3
]
\addplot[blue, mark=x] table {Data.dat};
\addlegendentry{x}
\end{axis}
\end{tikzpicture}
\end{document}

You can use an explicit list for xmark:
\documentclass{article}
\usepackage{pgfplots}
\pgfplotsset{compat = 1.3}
\begin{document}
\begin{tikzpicture}[scale=1.2]
\begin{axis}[
xmax=18500,
ymax=46,
legend style={legend pos = north west, font=\footnotesize, draw=none},
legend cell align=left,
xtick={0,2000,4000,6000,8000,...,14000,16000,18000},
ytick={0,5,10,...,45},
major grid style={color=red},
every axis label={font=\footnotesize},
tick label style={font=\footnotesize},
label style={font=\footnotesize},
enlarge x limits=false,
enlarge y limits=false,
scaled x ticks=base 10:-3
]
\addplot[blue, mark=x] table {Data.dat};
\addlegendentry{x}
\end{axis}
\end{tikzpicture}
\end{document}
