Generally if you join a Medicare Prescription Drug Plan, you can only change plans under certain circumstances. You can choose to switch your current plan from October 15 through December 7 of every year.
Enrollment is generally for the calendar year. In certain cases, such as if you move or enter a nursing home, you can switch your plan at other times.
If you have both Medicare and Medicaid, you can change plans at any time.
(Source: U.S. Department of Health & Human Services)
This website also offers a Medicare Part D Plan Finder and a Plan Comparison Per State