Acquiring accurate experimental thermodynamic data is very useful for the development of models and chemical processes. Although there are plenty of data in the scientific literature, there are still many missing. In fact, many of the easier measurements have been made, and far more of the remaining ones deal with either complex systems or extreme conditions. Clearly new adequate equipment for acquiring such data are welcome. For these purposes, advice coming from several decades of equipment design experience are exposed herein. After defining the aim pursued and consequently the type of desired thermodynamic quantity, it is necessary to take into account all physical and chemical constraints: viscosity, density, corrosive power of studied chemical systems, temperature, pressure together with other important points such as miniaturization, efficient stirring, avoiding both dead volume and polymer sealing. The other aim of this paper is to present a high temperature and high pressure apparatus capable of measuring the phase equilibria of systems exhibiting vapor-liquid-liquid behavior. The apparatus designed and built consists mainly of an equilibrium cell (70 cm3), novel high temperature, and high pressure samplers and a gas chromatograph. A detailed description of the apparatus is presented. Preliminary measurements are presented for propane in water, cyclohexane in water, and water in cyclohexane up to 498.8 K. In addition the solubility of 2- methylfuran in water up to 413 K and 1548 kPa was measured.