We describe a new physical pendulum setup, and our experience from using it in a course on experimental physics at Aarhus University. The setup is mechanically relatively simple, robust, and involves a new intuitive scheme for accurately measuring the instantaneous pendulum angle. The system allows a detailed characterisation of the differential equation for the pendulum including gravitational, frictional, and forcing torques. For illustration of the experimental system, quantitative results are reported on several aspects of the pendulum dynamics, i.e. free oscillations, forced oscillation near the natural frequency, nonlinear and chaotic dynamics also with excitations around the natural frequency, and large angle oscillations with excitations at higher harmonics of the natural frequency(ies). The integration of the setup into a course on experimental physics, where the intended learning objectives focused on skills of experimentation and critical reflections rather than on obtaining particular results, was evaluated through a questionnaire posed to the students after the complete exercise programme. The answers given by the students reveal a remarkable success in achieving the intended student activity and learning outcome.