I would do start with the compression test. It's very easy, and there is a thread here that describes step by step how to do it. A gauge is somewhere in the neighborhood of $15. If you can unscrew a stark plug, you can do a compression test. I've always done them with the engine fully warmed up, though there's some debate about this. To me, it's always best to test things with the engine as close to its operating temperature as possibe, as I believe this gives a more representative reading of how the engine performs in its normal running state.
If the readings are all above 180, and show no more than a few psi deviation from cylinder to cylinder, you probably don't need to do a leakdown test. But if the readings are "strange" in any way (numbers too low, or too high, which can be an indication of carbon build-up, one or more cylinders way off from the others, etc.), it's time to do a leakdown test, as this can better isolate the source of the problem. However, interpreting a leakdown test's results requires some experience and skill, so it would probably be best to take it to someone. I don't know how much it would cost - I would think somewhere in the neighborhood of a hundred bucks. But if you come armed with your compression numbers, you're one step ahead of the game in diagnosing the health of your engine. Good luck.
