In my 3rd year undergraduate optics lab we were given a laser, a camera, and a bunch of mirrors and lenses and told to make an optical tweezer and take measurements on the trapping potential for a bunch of different sized polystyrene beads. It was challenging, but ultimately quite do-able for a couple of undergrads with minimal advice / assistance from the lab coordinators.
If I ever had any doubt about whether or not I wanted to be an experimental physicist though, that lab really did confirm to me that I'd hate being an experimentalist. Give me a whiteboard any day.
I can't believe I went through years of university schooling for an engineering degree and they never pointed that out!
How's that for a lab trick!