Well, it really depends on the type of products. Many companies will give you general rules about their products right in the label. So keep that in mind.
Most stimulants (pre-workout drinks, fat-burners, etc.) should only be used for 8-12 weeks at a time without a break of maybe 3-4 weeks.
Some say creatine should be cycled. I disagree... Same with Beta Alanine
Arginine products, if that's your thing, begin to lose their effectiveness over time and shouldn't be continuously dosed for more than 4-6 weeks. Or once you stop noticing the effects.
If you have anything that you're specifically wondering about, you can always post it up on the forums and find out from others if, when and for how long you should take a break from that particular supplement.
By all means, if something works exceptionally well for you, keep using it per label instructions.
But like you said, there's always that thought that maybe there's something better out there. And there may be. People respond differently to supplements. You have to find out what's right for you. By no means am I saying go buy one of everything and try it. That'd be asinine. But do some research, associate the product with your current goals and just get some general info and feedback on the product to see if it's right for you.
And there are a lot of similarities out there when you're talking about the same type of products (ie fat-burners, energy, size, strength, etc.). So keep that in mind as well when shopping around or taking a break from a particular supplement. For sake of conversation, if you're using NO Shotgun and finish the tub. Then you decide to pick up NO Explode (which i'm NOT recommending), you need to realize that they both contain stimulants. So you want to take a break accordingly....