  We derive one-loop renormalization group (RG) invariant observables and
analyze their phenomenological implications in the MSSM and its \mu problem
solving extensions, U(1)' model and NMSSM. We show that there exist several RG
invariants in the gauge, Yukawa and soft-breaking sectors of each model. In
general, RG invariants are highly useful for projecting experimental data to
messenger scale, for revealing correlations among the model parameters, and for
probing the mechanism that breaks supersymmetry. The Yukawa couplings and
trilinear soft terms in U(1)' model and NMSSM do not form RG invariants though
there exist approximate invariants in low tan(beta). In the NMSSM, there are no
invariants that contain the Higgs mass-squareds. We provide a comparative
analysis of RG invariants in all three models and analyze their model-building
and phenomenological implications by a number of case studies.
