I'm not sure of the history of the gamma factor, though I would suggest that no one "tried it out", but rather it simply arose in trying to prove of the functional equation. Riemann was the first to prove the functional equation, and his proof essentially follows that in Harald Hanche-Olsen's answer, which makes my explanation plausible. Alternatively, the functional equation of the zeta function comes out of the functional equation of a theta series, and the Mellin transform of a theta series gives rise to a Gamma function. This latter explanation arises more naturally for modular forms: the L-function of a modular form is also completed by a gamma factor to obtain a functional equation; in this case, the completed L-function is simply the Mellin transform of the modular form itself.
Furthermore, as Leonid Positselski answers, it is indeed true that Tate's thesis provides a uniform way of obtain the gamma factors at infinity in the same manner as one obtains the local L-factors at finite places.
More generally, there is a recipe given an arbitrary motive for the expected gamma factors that should give a functional equation for the motivic L-functions. These are due to Deligne and Serre (I believe) and are determined by the Hodge structure of the motive (see Deligne's corvallis article "Valeurs de fonctions L..."). This shows that there's a uniform way of obtaining the gamma factors as one varies the L-function one is studying, an orthogonal question to the one Leonid Positselski answered.