Another question I had is that I've found a pack of crystal oscillators to give a go and learn about. They don't mention the load capacitance for any of the crystals - how do I figure that out experimentally if I were to get them?
You probably found a pack of crystal resonators or just "crystals". Metal cans with two terminals and a piece of quartz inside.
As others said, oscillator is a complete circuit including a crystal, amplifier (built into most MCUs) and capacitors. Or you can buy a canned oscillator with simple GND,VCC,OUT terminals.
For load capacitors I use 22pF in my hobby builds because it's a common value. I get frequency within two digit ppm of what's printed on the can and I don't care about better accuracy most of the time. The way to figure it out is to measure if the frequency is right. More capacitance - lower frequency.
22pF is a little high, giving 11pF load capacitance before even accounting for parasitic capacitance of PCB and MCU pins. The datasheets of crystals in the 1~20MHz range often ask for a bit under 10pF. Atmel recommends to consult the datasheet or 12~22pF if you have no clue. For inspiration, you can go to some supplier like Digikey and read datasheets of quartz resonators similar to whatever you found.