I need to build a lab for this. But, when I don't have a lab, it always seems that PHeT is there. And I'd use the PHeT simulation for this every year just because it makes it so much easier to visualize.
I always start the photoelectric effect by talking about Einstein's Nobel Prize, and the papers he wrote in 1905. I misspoke today, thinking that Einstein's work on the specific heat of metals was published that year. It wasn't, but his work on Brownian motion was that year instead. That makes that year even more amazing in my opinion.
We then experimented with what changed about the current as we changed the intensity and the wavelength of the incident light. We also investigated what happens when we change the voltage applied across the gap. Our results seemed weird until we came up with the quantum hypothesis.