A few 'gotchas' for which any "AG" research must beware:
W. Beaty 1998

If your device touches the floor, or sits on a boat, then it can produce a sideways thrust which may LOOK like gravity, but which is nothing but a frictional "rachet" effect. To perform a proper test, do a "Pendulum Test" by suspending your device from a long rope, orienting it to produce sidways thrust, then enclosing it in a bag to prevent any air motions from producing unwanted forces. If your device can constantly deflect itself as a pendulum, then you've got some solid evidence for "anomalous thrust."

If high voltage is involved, everyone should realize that bare metal can emit air jets which create forces. Even a small corona discharge can eject a stream of "electric wind." Spinning gyroscopes can do the same, an unshrouded flywheel can act as a propellor blade. Enclose the thrust-producing tips of any rotor! This even applies to vac chambers, where a little kynar bag would go far in making sure no ion-beams are emitted. If we surround our antigravity device with a plastic bag, then any thrust from unexpected air-jets is eliminated. If doing so also eliminates the weight-change, then perhaps the weight change was really caused by air jets from moving parts or from high-voltage all along.

If high temperatures are involved, then rising plumes of hot air can create forces. If the AG force from your device is small, and if it increases slowly with time and then decreases slowly when power is removed, then suspect bouyancy forces and rising hot air. To eliminate this problem, operate your device within a vacuum chamber. Or, if your device is meant to create a directional thrust, then rotate your device so that all of the expected force is sideways. Hot air should mostly produce up/down forces, and should therefore be separate from any sideways forces created by genuine AG effects.
PS, if you've successfully produced anomalous forces inside a vacuum chamber, make sure you've not just re-invented the Crookes Radiometer! Radiometers generate forces from jets sparse gas having long mean-free path. The effect becomes much larger at near-hard vacuum (pressure above 10-6 torr.) If your device has any heated surfaces, and if your chamber isn't running at well below 10-6 torr, expect some "unexplained" forces caused by gas-jets: Crookes Radiometer.

Beware of the phenomenon which turned the "EMdrive" into an embarrassment! Their anomalous forces turned out to be ...DC power supply wires being shoved by Earth's magnetic field! Sheesh, that should be the first thing someone would test for! (But if we're deep into fooling-ourselves, then we've stopped being our own worst critic. So stupid. Even the nastiest critics didn't suspect that the team hadn't eliminated Earth's-field forces as a source of artifacts!

Electrostatic forces caused by high voltage can masquerade as small weight changes. If any part of your device becomes "frictionally" charged, or if your device employs high voltage as part of its operation, then electrostatic forces will be present. One way to eliminate them: surround your device with a conductive bag (aluminum foil or aluminized mylar), and use a fine wire to connect the conductive bag to earth. This will eliminate any electrostatic forces between the bag and the outside world.

Don't trust scales, especially if your device is vibrating. Some scales are nonlinear, and will convert any vibrations into a false reading of directional force. Better to suspend your device from a pendulum, orient it so that it produces sideways thrust, then measure any deflection from vertical. Or, if your device only produces changes in weight, then build a balance-beam, suspend your device from one end of the beam, and attach a counterweight to the other end. (And surround it in a conductive plastic bag to eliminate electrostatic forces, AND perform the experiment in a vacuum chamber to eliminate forces caused by rising hot air.)
PS, once you can produce some tiny linear forces from your balance-beam setup, there's a simple way to measure these: get an old milligram electronic lab-scales, and set it up so your system produces a tiny down-force on the electronic scales.

Remember the "radiometer," the little glass bulb with the whirling black/white vanes? That torque-force is produced by a vacuum environment, with slightly-heated surfaces (from light striking the black paint.) Radiometers contain a quite good vacuum: maybe fifty millitorr (they will glow if placed near a Tesla Coil.) Therefore, if you're performing tests inside a vac chamber (as with the infamous "Emdrive" microwave device,) a good vacuum is not enough. It won't eliminate gas-jets of the "radiometer type." Radiometers still produce forces even at 10^-6 torr. So instead you need a GREAT vacuum, far below micro-torr realm. Perhaps a turbopump is not enough, and you'll need magnetron ion pumps (etc.) like those used in chip-fab to attain 10^-12 torr. If not, then expect to see slowly-rizing micronewton forces, as your metal surfaces heat up inside the vacuum chamber. Then, if you remove power, and the mysterious "thrust" only decreases very slowly, you should suspect that it's being powered by hot surfaces throwing off gas-jets in the not-entirely-perfect "vacuum."

And finally, beware of PSYCHOLOGICAL forces! :) Very often we will let our experiments become entangled in our egos. This is bad, because in order to shield against ego-damage, we will stop looking for conventional explanations for our apparant success. If my antigravity device seems to really work, my first thoughts should NOT be about how great I am when compared to other researchers, or about the riches and accolades I soon will receive. Those thoughts will steer me away from discovering even the most obvious sources of failure. Instead my first thoughts should be "OK, how am I fooling myself THIS time?"

Obviously all of the above warnings apply to SMALL forces. If your device can lift itself off the table and fly around the room, then there is little doubt that you have a genuine AG effect. Better put it in a plastic bag anyway, just to convince the doubters that you have no electric helicopters hidden somewhere inside it! :)