Over almost all of minimal supergravity (mSUGRA or CMSSM) model parameter space, there is a large overabundance of neutralino cold dark matter (CDM). We find that the allowed regions of mSUGRA parameter space which match the measured abundance of CDM in the universe are highly fine-tuned. If instead we invoke the Peccei-Quinn-Weinberg-Wilczek solution to the strong CP problem, then the SUSY CDM may consist of an axion/axino admixture with an axino mass of order the MeV scale, and where mixed axion/axino or mainly axion CDM seems preferred. In this case, fine-tuning of the relic density is typically much lower, showing that axion/axino CDM (aãCDM) is to be preferred in the paradigm model for SUSY phenomenology. For mSUGRA with aãCDM, quite different regions of parameter space are now DM-favored as compared to the case of neutralino DM. Thus, rather different SUSY signatures are expected at the LHC in the case of mSUGRA with aãCDM, as compared to mSUGRA with neutralino CDM.Keywords: Supersymmetry Phenomenology, Supersymmetric Standard Model, Dark Matter, Axions.where Ω = ρ/ρ c is the dark matter density relative to the closure density, and h is the scaled Hubble constant. No particle present in the Standard Model (SM) of particle physics has the correct properties to constitue the CDM, so some form of new physics is needed. It is compelling, however, that candidate CDM particles do emerge naturally from two theories which provide solutions to longstanding problems in particle physics.The first problem-known as the gauge hierarchy problem-arises due to quadratic divergences in the scalar sector of the SM. These divergences lead to scalar masses blowing up to the highest scale in the theory (e.g. in grand unified theories (GUTS), the GUT scale M GU T ≃ 2 × 10 16 GeV), unless an enormous fine-tuning of parameters is invoked. One solution to the gauge hierarchy problem occurs by introducing supersymmetry (SUSY) into the theory. The inclusion of softly broken SUSY leads to a cancellation of quadratic divergences between fermion and boson loops, so that only log divergences remain. The log divergence is soft enough that vastly different scales remain stable within a single effective theory. In SUSY theories, the lightest neutralino emerges as an excellent WIMP CDM candidate. Gravity-mediated SUSY breaking models (supergravity, or SUGRA) contain gravitinos with weak-scale masses. SUGRA models experience tension due to possible overproduction of gravitinos in the early universe, leading to an overabundance of CDM. In addition, gravitinos usually decay during or after Big Bang nucleosynthesis (BBN), and their energetic decay products may disrupt the successful calculations of light element abundances, which otherwise maintain good agreement with observation. This tension in SUGRA models is known as the gravitino problem.The second problem is the strong CP problem [2]. An elegant solution to the strong CP problem was proposed by Peccei and Quinn (PQ) many years ago [3]. The PQ solution automatically predicts the existence of...