The Self Assembly and Energy Conversion Laboratory houses two research projects: (1) self-assembly of objective structures and (2) ferromagnetic alloys which convert heat directly into electricity. Self-assembly is studied using neutrally-buoyant macroscopic magnetic particles, to which "thermal" energy is added by shaking the large water tank which contains them. Equilibrium and non-equilibrium experiments are performed, and the spacial and rotational configurations of the magnetic particles is recorded. Energy conversion is performed using an alloy which undergoes a solid-solid phase transition, where one phase is magnetic and the other phase is not. A temperature control stage with a high ramping rate and wide range is set up to test the cyclic reversibiilty of materials undergoing martensitic phase transformation. The apparatus features an optical microscope with differential interference contrast for the observation of microstucture. Alloys which have a very low hysteresis make for more efficient energy conversion, and theory guides the experimental search for such alloys.