If you want to discover a new species, I suggest you think of a widespread and easily recognised species that you would normally identify in the field without looking at it critically, and start collecting it from different habitats, different geographical areas, and examining the aedeagi.
Hydrophilidae would be a good place to start. Several of the UK species have turned out to be species groups in recent years, with distinguishable genitalia but no external clues.
And it would probably be a good idea to keep a piece of each specimen in a form that can have its DNA extracted, because if you do think you have a new species, someone will want to do an DNA comparison.