What should Muslims do when there are so many sects in Islam?

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I am making this short topic because Now a days people "Specially lay people" are confused because of so many sects. I am going to present some advices of Prophet peace be upon him
Prophet Peace be upon him said
.
.....for those of you who live after me will see great disagreement. You must then follow my sunnah and that of the rightly-guided caliphs.Hold to it and stick fast to it. Avoid novelties, for every novelty is an innovation, and every innovation is an error. [Abu dawood Book 40, Chapter Model Behavior of the Prophet (Kitab Al-Sunnah)Number 4590]

Now everybody says we are following Khulafa al-Rashideen to whom we should agree? see the advices of Prophet peace be upon him

Narrated Hudhaifa bin Al-Yaman: The people used to ask Allah's Apostle about good, but I used to ask him about evil for fear that it might overtake me. Once I said, "O Allah's Apostle! We were in ignorance and in evil and Allah has bestowed upon us the present good; will there by any evil after this good?" He said, "Yes." I asked, "Will there be good after that evil?" He said, "Yes, but it would be tained with Dakhan (i.e. Little evil)." I asked, "What will its Dakhan be?" He said, "There will be some people who will lead (people) according to principles other than my tradition. You will see their actions and disapprove of them." I said, "Will there by any evil after that good?" He said, "Yes, there will be some people who will invite others to the doors of Hell, and whoever accepts their invitation to it will be thrown in it (by them)." I said, "O Allah's Apostle! Describe those people to us." He said, "They will belong to us and speak our language" I asked, "What do you order me to do if such a thing should take place in my life?" He said, "Adhere to the group of Muslims and their Chief." I asked, "If there is neither a group (of Muslims) nor a chief (what shall I do)?" He said, "Keep away from all those different sects, even if you had to bite (i.e. eat) the root of a tree, till you meet Allah while you are still in that state." (Bukhari Book #56, Hadith #803)

Narrated Abdullah ibn amr ibn al-'As: When we were around the Apostle of Allah (peace_be_upon_him), he mentioned the period of commotion (fitnah) saying: When you see the people that their covenants have been impaired, (the fulfilling of) the guarantees becomes rare, and they become thus (interwining his fingers). I then got up and said: What should I do at that time, may Allah make me ransom for you? He replied: Keep to your house, control your tongue, accept what you approve, abandon what you disapprove, attend to your own affairs, and leave alone the affairs of the generality. (Abu Dawood Book #37, Hadith #4329)

Prophet peace be upon him said
" تَعْمَلُ مَا تَعْرِفُ ، وَدَعْ مَا تُنْكِرُ ، وَتَعْمَلُ بِخَاصَّةِ نَفْسِكَ ، وَتَدَعُ عَوَامَّ النَّاسِ " .
Whatever you know practice on it and whatever you don't know leave it. Specially practice for yourself and leave the people[Sahih Ibn Hibban 5922]
 
Prophet peace be upon him said
فعليك بخاصة نفسك ودع العوام
Specially practice for your own self and leave the people.[Tirmidhee hadeeth no: 3058]

Note that Allah is Merciful we should not say YOU ARE WRONG AND ONLY I AM RIGHT. We should not make the issue of our Ego.

Shaykh Saalih al munajjid said:
With regard to the question of Paradise being for Ahl as-Sunnah in particular, this is an incorrect view. None of the scholars have said such a thing; rather all of the ummah of Muhammad (blessings and peace of Allah be upon him) who responded to his call will enter Paradise; no one will be deprived of it except those who turned on their heels (apostatized) and nullified their Islam by doing something that took them out of Islam altogether, and those innovators who went against sharee‘ah and opposed Ahl as-Sunnah. They, like other sinners among the monotheists, will be subject to the will of Allah, may He be glorified and exalted: if He wills, He will punish them, and if He wills, He will forgive them, then the final destination of any one of them will be Paradise, if he died believing in Tawheed. 
 
This also applies to those who committed some sins or fell into some innovation, but were among Ahl as-Sunnah in general; they will also be subject to the will of Allah, may He be glorified and exalted: if He wills, He will punish them, and if He wills, He will forgive them. However, adhering to the Sunnah, defending it and following it in word and deed will increase the hope of entering Paradise and being saved from the punishment of Allah. 
 
Fifthly:
The one who understands from the hadeeth about divisions and from the words of the Prophet (blessings and peace of Allah be upon him) about the seventy-two different sects who go against Ahl as-Sunnah, “All of them will be in the Fire”, that they will abide forever in the fire of Hell, is mistaken and has gone against the consensus of the Muslims. The fact that these sects have gone astray and have been given a warning of Hellfire does not mean that they will abide therein forever.[islamqa fatwa no. 159301]