Do you have solubility issues with your sample? If not, it may be easiest to measure a volume of whatever solvent works best for your sample and is easily removed via rotovap or recrystallization. Make sure to use precise glassware. Then, weigh your sample and dissolve it in the solvent, and weight the mixture. Finally, weigh the mixture. Since the weight of the mixture is equal to the weight of the powder plus the weight of the liquid minus displaced weight, we can use the known density of the solvent to calculate the volume displaced by the solvent, which is equal to the volume of your sample, thus giving you density. This assumes your molecule is small enough that the hydrodynamic volume won't change. If you need a solvent free method, someone else will need to help you, but I'm sure there's something out there. Good luck!
You may not want to dissolve your powder sample in any solvent before you use. However, you can estimate the density of that powder material by weighing a certain quantity from the sample to know the weight of that portion. The weighed portion should be poured into a measuring cylinder and read the volume occupied in the cylinder. The density can therefore be estimated by the formula: Density = Mass/ Volume.