In the very earliest days, yes, some of them would be experimental. But from the beginning of true, consumer-oriented exhibition, films were stitched together as "programs".

The Edison company initially envisioned this as a boardwalk-style attraction, where one consumer at a time could watch a few minutes' worth of film through a peephole-type machine. But this didn't last very long, and by 1896, Edison was marketing its own movie projector, to compete with similar products.

Once projecting movies in a theater became the norm, they were typically shown in between other acts at Vaudeville theaters, or at other such live theater venues. You'd see a singer, a comedian, a juggler, a couple of short films, a dancer, a pantomime, another few short films, etc. Several films shown back-to-back would be presented in a single "program", in probably 5-10 minute blocks at this point, though it all depended. They often either closed or opened the show or both, but in some cases, Vaudeville performers actually integrated a motion picture into their act, and would interact with the motion picture projected on the screen behind them.

As examples of some of the earliest public film exhibitions, at the top of columns three and four of this page of the March 28, 1897, edition of the New York Sun, you'll see competing ads for the Keith vaudeville theater at Union Square, and Proctor's theater on 23rd Street in Manhattan. The Ketih Keith theater has Maurice Barrymore as the headliner (incidentally, the father of John and Lionel Barrymore, and great-grandfather of Drew Barrymore). Below that, second on the bill is the "Biograph" "moving picture device", which is at the theater for its "Fifth Great Month". It lists as one of its films "Pictures of the Inauguration". William McKinley had just been inaugurated as President three weeks earlier, so given the Biograph's longevity, it would seem they were renewing the short films they were playing on the machine. This is followed by listings of several more live-action stage acts further down the bill.

Next to it is a similar ad at the Proctor theater, which has motion pictures projected by the Lumiere Brothers' Cinematograph third on the bill to cello player August Van Biene, and comedy duo McAvoy and May.

Seven years later, the New York Sun was still running similar ads of motion pictures being part of Vaudeville bills. You'll see that the Proctor theater is still advertising "motion pictures" on their bill, and in the last column, the Keith theater is still featuring the "Biograph" projector. You'll also notice the price both in 1897 and 1904. While the Proctor doesn't list theirs in either ad, the Keith in both sells their cheapest seats for 25 cents. This seems to be the minimum going-price at any theater on either page. At the nicer theaters, including the opera, the cheap seats could go for as much as $1.

It wasn't until mid-1905 that the first theaters dedicated to only projecting motion pictures were opened. These were mostly in back rooms of storefronts at first, before the proprietors found they were making more money off the movies than anything else they were selling. And they were also much cheaper - selling seats for a nickel. According to the book Before the Nickelodeon: Edwin S. Porter and the Edison Manufacturing Company by Charles Musser (which includes a quote from a 1906 article in the Film Index periodical):

"The nickelodeon phenomenon developed first in the urban, industrial cities of the Midwest, beginning in Pittsburgh, where Harry Davis opened his first Pittsburgh storefront theater in June [1905]. With the area's working classes enjoying unprecedentedly high wages, Davis's experiment was a success and was quickly imitated in Pittsburgh, Chicago, Philadelphia, and elsewhere. The "nickel madness" of motion pictures spread outward from its midwestern, urban base in an uneven pattern, taking almost two years to reach all parts of the United States.

"Although nickel theaters were being recognized as important exhibition outlets by early 1906, New York City, the nation's production capital, did not feel their presence until that spring. Within six months New York was assumed to have "more moving picture shows than any city in the country." In Manhattan the largest concentration was on Park Row and the Bowery, where at least two dozen picture shows and as many arcades were scattered down a mile-long strip. Their principal patrons were Jewish and Italian working-class immigrants. While these groups made up the hard-core moviegoers, middle-class shoppers from the Upper East and Upper West sides helped to support the theaters along Fourteenth Street and Sixth Avenue. When members of the elite or leisure class saw films, they did so at travel lectures like those given by Burton Holmes or at vaudeville performances, not in dingy storefronts."

As Musser says, newspaper editorials of the time criticized these kinds of theaters as being low-class compared to vaudeville exhibitions, and upper-class patrons treated these new "nickelodeons" with "contempt and alarm".

Nonetheless, they proved popular, and the proprietors quickly found themselves changing out the "program" of films frequently, in order to encourage repeat business. As Musser writes:

"Nickelodeons created "the moviegoer" a new kind of spectator who did not view the pictures in vaudeville formats, as one of many offerings at the local opera house, or as part of an outing to the summer park. To attract these often devoted patrons, storefront theaters found it profitable to change their offerings with increasing frequency. New programs were being offered twice a week in July 1905, and three changes each week were becoming common by late 1906. During the following year, many nickelodeons began to change programs every day but Sunday. The lateral expansion of motion picture houses across the country and this vertical increasing frequency of changing programs caused a tremendous demand for films."

This continued to be the situation until the mid-1910s. While there was tremendous variation, the industry mostly settled on a standard daily "program" of between 3 to 8 reels of film. Each film reel held a maximum of about 16 minutes of film, though movie studios in this period typically made films that lasted between 5-12 minutes. But this era also saw the rise of "two-reelers" and three-reel films, and by the end of it, there were even longer films. Generally speaking, though, shortly after the rise of nickelodeons in 1905 and until the longer-form films took over in the late 1910s, a typical film program would consist of about 30-60 minutes of motion pictures for a nickel, consisting of a program of 3-8 different films or thereabouts, each being about 5-12 minutes in length. The theater-owner rotated most or all of the films out of the program multiple times a week. If the top-billed film(s) continued to attract patrons, it/they would stay in the theater for longer while rotating the other films out, but in those days, even the most popular films didn't stay in the theater longer than a month, and usually no more than ten days.

SOURCE:

Before the Nickelodeon: Edwin S. Porter and the Edison Manufacturing Company by Charles Musser, 1991

The same basic information is repeated in:

Electric Dreamland: Amusement Parks, Movies, and American Modernity by Lauren Rabinovitz, 2012

The American Film Industry ed. by Tino Balio, 1985

The Oxford History of Popular Print Culture: Volume Six: US Popular Print Culture 1860-1920 ed. by Christine Bold, 2012

Film History: An Introduction by Kristin Thompson, 1994