List every company in excel and start filtering. MC, Cash,...

• List every company in excel and start filtering. MC, Cash, Industry.
• Scan company announcements, especially for placements and capital raises. Most broker platforms will give you a list of all Ann's.
• Talk with smart people.
• Most online brokers usually have research or daily mover information
• Read good websites in the area you are interested in.
• Twitter, HotCopper, other Social Media as you note
• Google! .. sounds silly, but with some GoogleFu you can scan announcements with great detail.
• Paid data providers (morningstar, Thompson Reuters etc) have reporting and scanning tools
• Get a full service broker account if you want a different perspective.
• Paid Tipsheets
• Free newsletters and commentary(Far East Capital a great read for example of the spec resource sector)

Lots of places, but will all depend on your strategy.