(For some free energy lunacy retro style, try
http://www.besslerwheel.com/. They are still trying to create a "gravity motor" with weights and levers.

)
I think even a well-equipped lab would struggle to find an "anomalous effect", that is something previously undiscovered but does not require "new physics", and finding something that can be exploited an a large scale even less likely. Things like cold fusion, EM drive, still not sure there is a real effect there.
I think any genuinely new physics will come out of experiments like LHC, but almost by definition those occur at energies which may not lead to practical use.
Perhaps the biggest avenue for research is in novel materials and bio-technology. e.g. tweaking photosynthesis to make it more efficient, high temperature super-conductors sort of stuff.