This makes me wonder if there is a simple procedure for doing a pseudo-double-blind study on oneself (without a third party). That is, trying something that can be prepared in pill form in such a way that you don't know during any given day/week/month if it was a placebo, but that you can still determine that later to collate the data. I know a lot of people that swear by particular unregulated supplements or dietary choices and it would be really interesting to have an easy way to see if something they're taking is having the effect they think it does.
Yes, independent self experimentation is the way to go. You are not hoping that you can trust the people doing the study. You don't need to hope they did things the way they were reportedly done. You don't need to hope someone did not get paid off to tweak the numbers at the end. You just need to educate yourself on how to do proper studies and how to avoid false conclusions and techniques to bypass your own biases. But you also need to realize the results only apply to you at this part of your life. You can't promote your discoveries as being an absolute cure for other peoples problems. Even your own body can change over time and what used to work for you may no longer work.
I, too, have thought about conducting a pseudo-double-blind experiment on myself. I think I could pull it off, but I'd also be willing to pay a third party to help me. For example, DoubleBlinded could partner with a respect supplement maker, and offer personal experiments in any supplement made by their partner. The consumer wouldn't have to worry about setting up the experiment correctly, and they would get their own results immediately upon completion. Aggregate studies can wait until enough customers have self-experimented on the same supplement, and DoubleBlinded can afford to wait that long, because the partnership model keeps their costs low.
This is definitely one potential path we are considering. There's a question of whether we want to keep this specific to supplements/pills or try to broaden it to other things like exercise or diet (which are not exactly double-blindable)
If you can pill it, you could add unique markers (maybe apply pseudo-random patterns to pill blanks) and take pictures before randomization and immediately before consumption. Or build something that dispenses a random choice from multiple boxes and keeps a log.