One of patients with dry eye recently made me laugh out loud when she gave herself the title of "Eye drop connoisseur". Her title was merited however as she had basically tried every drop available on the chemist shelf to see what felt the best to her. Unfortunately while she was bravely trying to make light of a non funny situation, it highlighted the problem many dry eye sufferers have, that it can be hard to find the drop which suits you as the dryer your eye, the more sensitive and "fussy" it is.
There are however a few basic principles which can help you. First is that using preservative free eye drops is generally better especially if you are using eye drops more than 4 times a day. Secondly, you should try any new eye drop for at least a week. Dry eye naturally fluctuates from day to day and you might dump a new eye drop unfairly after a few days not because the eye drop was no good but because your eye happened to be more dry those few days. Thirdly, it is OK to mix and match i.e. use different brands at different times of the day. For example, many of my patients will use a thicker drop at night so that it lasts throughout the night but will use a thinner drop during the day so that the eye drop doesn't cause blurring.
Hopefully if you follow these principles you won't have to try the whole shelf :)