For design of SEDDS/SMEDDS, which require multiple excipients although it is necessary to assess the relative solubility and affinity of the drug for each component, the focus should be the overall solubilizing power of the system and not so much as the solubility of the drug in the individual components. These components are oily phase, surfactant and co-surfactant may be natural, semi-synthetic and synthetic.

For detail, you should read the following review.

https://www.ncbi.nlm.nih.gov/pubmed/22372916

Here is one example of a suitable material : http://www.disruptivematerials.com/

You need to be careful so you do not end up with too much excipients so that your daily dose will not fit into a capsule or tablet.

Thnx Munir. I am more interested in solid self-emulsifying system. So need information on excipients used in Solid SEDDS. Thanks

Thnx Andersson for your information. 

Dear Sir,

For the development of SEDDS, read below articles:

1)Formulation Strategies to Improve the Bioavailability of Poorly Absorbed Drugs with Special Emphasis on Self-Emulsifying Systems

DOI: http://dx.doi.org/10.1155/2013/848043

Link: https://www.hindawi.com/journals/isrn/2013/848043/

For more detail,

2) Self-Emulsifying Drug Delivery Systems (SEDDS): Formulation Development, Characterization, and Applications

DOI: 10.1615/CritRevTherDrugCarrierSyst.v26.i5.10 

link: http://www.dl.begellhouse.com/journals/3667c4ae6e8fd136,7bc13fbe52b73e32,3ecc45285b4b6014.html

For the solidification techniques read following articles:

1) Development of solid self-emulsifying drug delivery systems: preparation techniques and dosage forms

DOI; http://dx.doi.org/10.1016/j.drudis.2008.04.006

LinK: http://www.sciencedirect.com/science/article/pii/S1359644608001463

Might be useful...

Once you have your liquid SEDDS, you can absorb them into different adsorbent like Aerosil 200, Aeroperl 300, Zeopharm, Dextran and so on. I am sure, the articles everyone presented above will walk you through the whole process.