Finding The Right Buddhist "Vehicle" / Sect For An Individual

I know there are three vehicles in Buddhism: Therevada, Mahayana, and Vajrayana. It seems there are so many sects of buddhism. Each of these three vehicles has sub-sects, (Zen, Pureland). Do the majority of Buddhist study each in depth in order to choose which fits them best in order to study the sutras accordingly? I find comfort in reading small pieces of sutras from each sect, though I've always loved Vajrayana and Zen. Is there a large difference? On a side note: is the eightfold path is acknowledged by all three sects?