Do you use foundation as well as concealer or simply foundation to cover up the skin?
The cakeyness can be down to the applicator used when applying the product, try using a damp beauty blender. As for the foundation, go the beauty counters and ask for samples, many of the assistants are happy to give you a small container of foundation. Or, you could apply three shades of foundation running down your cheek and onto the neck then step outside into outdoor natural sunlight to see which foundation looks most natural.