I think you are asking a broad question, so I can give answers from a few different angles.
Firstly, to make better and more unique sounds, keep practicing and experimenting.
To dig deeper, ask yourself what specific sound you like, and then research and experiment on achieving that exact sound. I have seen a few odd questions here on how to re-synthesize very particular sounds, for example in this post.
In Dubstep, a lot of music producers enjoyed using Xfer's Serum. While it's true that Alchemy is a very powerful synthesizer, people find that some instruments click better than others, in this case the Wavetable synthesizer very dominantly focuses the user on creating high quality wavetable sounds - this in turn, along with the synth architecture and visual engagement, leads to lot of characteristic 'Serum' sounds. So it also helps to try other legendary synthesizers.
Further down the track, the FX rack on the synth (a very beneficial set of tools) adds a lot of edge to the sounds. So try applying FX or an FX chain.
One other point that I find interesting is that while we are listening to music, there may be in fact more than 1 sound that we are hearing that creates so much interest. It is possible that we are making assumptions about what the sound is, when in fact it is a combination of simpler sounds or instruments. In electronica it is more ambiguous. I would not underestimate the power of using simple sounds together - a typical synthesizer is made to combine simple sounds.
I find that the subject of timbre plays a big part here, and there are more areas to look into. Subtle techniques include Mixing Oscilators at low volume levels, using very short (enveloped) sounds, using layers and tuning oscillators in Chords, and Synchronising oscilators (also wavetable sound).
Reverse-engineering presets is another great way to learn. You can watch some tutorials here on how these sounds are made, I have blended different sounds in a preset pack (Ambient Soundscapes), although with Native Instruments Absynth. This Youtube channel that I have been building focuses on how the timbre of sounds relates to its spectrum, and how to synthesize unique sounds. This is a video on comb filters in Absynth (similar with Alchemy but not identical) on how they can affect the sound.
There are endless ways to create sounds!