Conventional wisdom suggests that new particles should exist as part of highly anticipated Standard Model extensions. Further, the discovery tool is expected to be an energy-frontier collider, where new particles are produced directly among the debris of the highest-energy pp collisions. The Higgs discovery affirmed this technique; although it has not signaled new physics (yet), it demonstrated the power of such experiments. Nonetheless, with significant data taking now completed at the LHC, the long-anticipated “TeV-scale” discoveries have not yet emerged. What else can one do? In this Colloquium, I will describe an alternative approach involving “low-energy” experiments having very high precision or very high single-event sensitivity. My focus will quickly zero in on what I believe to be the most promising of the current efforts, namely the new Muon g-2 experiment at Fermilab. The previous Brookhaven measurement of the muon’s anomalous magnetic moment is larger than current SM expectations, with a significance exceeding 3 standard deviations. What could this be, and perhaps more importantly, is it real? To answer this, we built an even more precise experiment at Fermilab and have completed first data taking, exceeding the statistics of the BNL effort. The experiment will determine ultimately the muon’s magnetic anomaly to 140 ppb precision, a goal that should allow for a definitive statement about new physics (or not). I will take you on an insider’s tour of this unique effort and flash some preliminary analyses that indicate that we are on our way.