In recent decades, the intensive development of renewable energy technology has been observed as a great alternative to conventional energy sources. Solutions aimed at individual customers, which can be used directly in places where electricity is required, are of particular interest. Small wind turbines pose a special challenge because their design must be adapted to environmental conditions, including low wind speed or variability in its direction. The research study presented in this paper considers the energy efficiency of a small wind turbine with a horizontal axis of rotation. Three key design parameters were analyzed: the shape and inclination of the turbine blades and additional confusor–diffuser shape casings. The tests were carried out for three conceptual variants: a confusor before the turbine, a diffuser after the turbine, and a confusor–diffuser combination. Studies have shown that changing the shape of the blade can increase the analyzed wind turbine power by up to 35%, while changing the blade inclination can cause an increase of up to 16% compared to the initial installation position and a 66% increase in power when comparing the extreme inclination of the blades of the tested turbine. The study has shown that to increase the wind speed, the best solution is to use a confusor–diffuser configuration, which, with increased length, can increase the air velocity by up to 21%.