If you had a small black hole in a lab you could generate power from the hawking radiation, likely enough to power the entire world. A 1,000,000 ton black hole would last over a thousand years without feeding it more mass and produce about 300 TW of energy (increasing over time, so you better keep feeding it). You'd also need some pretty good sunglasses to be able to watch things being thrown into it. Also I'm not sure how you could throw anything into it given the amount of radiation pressure... Maybe a dedicated particle accelerator could do it.

Anything smaller while also lasting long enough to do an experiment on and you'd likely end up producing too much energy and destroying the planet.