I've had a concentration practice for several months and have recently gotten the sense that its time to move on and start working on insight in addition to concentration. 

There are lots of techniques out there: Mahasi style noting, Body scanning, Thai forest style combined breathing concentration insight, Choiceless awareness, Koans, whatever it is the Tibetans do, and many others. 

For someone not sure what to do, what's a good protocol for picking which one would be best for me?

When trying something is it usualy quickly apparent when something is working or not or does it take a while?

Is it good to try something for a few days. A few weeks? Do I need to find a teacher for each technique I try? 

In addition to my specific questions, I would be interested in hearing the experiences of people who tried a few things before finding one that "clicked" for them. 

Thanks to everyone

Well, read about people's experiences. The practice logs here are great. When someone seriously takes up Mahasi-style noting, what happens to them? From what I could tell, people were having a lot of intense, interesting, predictable experiences from it. And after so many years of blah Zen practice, I wanted some of that.

I noticed clear shifts within days of starting, so that was enough for me. No other technique I did had similar effects.

I've switched to a slightly different but related technique now, but Mahasi-noting got me very far, very fast, and is still my baseline practice whenever I have doubts.

I did a Goenka retreat (10 days). I was skeptical. It was fascinating, but I thought something was lacking.
Later I did a Mahasi retreat (13 days). I was convinced. It was fascinating, and I thought I had found what I was looking for (aka seeing A&P again.)
Later I read MCTB and saw how the retreat indeed led me across the progress of insight.
After that I felt no need to look anywhere else and stayed with that practice.

I guess that just doing a retreat in the technique is the best way to really judge if it's working for you because this eliminates external factors and provides support, especially a teacher who prevents you from doing it wrong which is probably the most important thing if you want to be able to judge whether a technique works for you.

Note: In both approaches I had some difficulties concerning the technique even after the retreat when I tried to apply it in normal life.