Here I have focused on the development of novel measurement techniques, detailing the creation of a home-built thermopower measurement setup for determining the Seebeck coefficient as a function of temperature. It also describes the development of a custom Differential Scanning Calorimetry (DSC) setup for measuring latent heat during phase transitions. Additionally, the chapter discusses the design and functionality of a home-built photoconductive antenna (PCA)-based THz spectroscopy system, capable of generating clean signals up to 1 THz. This versatile system is particularly suited for studying superconducting, magnetic, and topological materials.