You could follow a madhab but you don't have to as the only person you should follow is the Messenger of Allah peace be upon him, else -and in first palce- as a Muslim you should submitt to Allah's word in the Quran. There's no rule saying you have to follow a madhab blind throughout your life!
The Imams of the 4 Madhabs used to change their opinion fatwa/mdahab if they found a better proof from quran sunna etc.. Imam Shafi'a had two madhabs the old more likely to be like the madhab of his Teacher Imam Malik and the new adapted to the new Situation in Egypt which he had chosen as home which included some of the madhab of Imam al-Layth ibn Sa'ad. Imam Malik revised his Mowatta' many times. Imam abu Hanifa even paid or rewarded his students if they disagreed with him and could proof their point of view.
This means the more you are able to understand and interpret the sources (Quran and Sunna) right you should avoid following a madhab word by word but use your mind and knowledge to find the "Right" answer!
Here just a few significant statements of the 4 Imams:
- “When a hadith is found to be sahih (authentic), then that is my adopted position.”
- "It is not permitted for anyone to accept our views if they do not know from where we got them from."
- "It is prohibited for someone who does not know my evidence to give verdicts on the basis of my words."
- "For indeed we are human: we say one thing one day, and take it back the next day."
Malik ibn Anas:
- "Everyone after the Prophet sallallahu 'alayhi wa sallam (peace and blessings of Allah be upon him) will have his sayings accepted and rejected – except the Prophet sallallahu 'alayhi wa sallam (peace and blessings of Allāh be upon him)."
- "Anyone’s opinion may be accepted or rejected, except the occupant of this grave," (the grave of the Prophet (peace and blessings of Allah be upon him))
- "Indeed I am only a human: I make mistakes (sometimes) and I am correct (sometimes). Therefore, look into my opinions: all that agrees with the Book and the Sunnah accept it; and all that does not agree with the Book and the Sunnah, ignore it."
Muhammad ibn Idriss al-Shafi'i
- "In every issue where the people of narration find a report from the Messenger of Allah ṣallallāhu 'alayhi wa sallam (peace and blessings of Allāh be upon him) to be sahih which is contrary to what I have said, then I take my saying back, whether during my life or after my death."
- "Every hadith on the authority of the Prophet ṣallallāhu 'alayhi wa sallam (peace and blessings of Allāh be upon him) is also my view, even if you do not hear it from me."
- "When a hadith is found to be sahih (authentic), then that is my adopted position."
Ahmad ibn Hanbal:
- "Do not follow my opinion; neither follow the opinion of Malik, nor Shafi'i, nor Awza'i, nor Thawri, but take from where they took."
- "Whoever rejects a statement of the Messenger of Allah ṣallallāhu 'alayhi wa sallam (peace and blessings of Allāh be upon him) is on the brink of destruction."
- "The opinion of Awza'i, the opinion of Malik, the opinion of Abu Hanifah: all of it is opinion, and it is all equal in my eyes. However, the proof is in the athar (narrations)."
These statements also show (a little bit) that the Imams had different views about what is authentic and methods about how to determine the authenticity etc. And don't forget all of the 4 Imams where really honorable man with huge knowledge but they where human and they where not infallible!
Conclusion: Therefore you could always follow a madhab and choose to take whatever opinion from any other madhab if it's nearer to your understanding of the sources (Quran and Sunna). But you should know the reasoning or explication behind the opinion: why the madhab has chosen the opinion instead of choosing an other?
For more information see also
And another Link with a deeper analysis of the statement “When a Hadīth Is Authentic, It Is My Opinion”