I second the advice about playing with random kingdoms. It will give you the experience to see weird interactions that you haven't thought about before. Plus, half the fun is figuring out crazy combos on your own.
That said, it might be better to think of things a bit more thematically. Alchemy has a theme of actions, with cards that let you gain or play lots of actions (e.g. golem and university) or that want your deck to have lots of actions in it (e.g. vineyards or scrying pool). So it might be good to look for cards in base and prosperity that have a good synergy with that. As an example, if you play lots of actions and have lots of buys, you can rapidly empty the peddler pile, which gives you plenty of good solid actions for vineyards or scrying pool to take advantage of. That's just one example, I'm sure you can think of others.
You can also go the other way: prosperity really wants big turns. A deck that just buys money and one or two actions might be able to compete for provinces, but will have a tough time buying colonies. So pick alchemy cards that lend themselves to explosive interactions. To give another example (which someone mentioned upthread), scrying pool can draw a lot of cards. If you make an engine that can draw your entire deck, then play a vault, you can discard all your actions except one scrying pool, then draw them back up again with that solitary scrying pool, and repeat the process with another vault, for massive moolah. Speaking from personal experience, that gives a sense of diabolical glee.
Those are just some ideas. You can try others and see if they work. Maybe you want to include a +buy in a set with vineyards? Why not workers village or trade route? You want to add trashing to a scrying pool set? Why not loan? You have familiar and want to add a counter? Why not watchtower? Try things and see if they work, that way you have a better sense of what new things to try.
Just a friendly tip though: don't put king's court and possession in the same set-up, unless you want a game where you risk spending 75% of your time watching someone else play your deck for you.