  Weak-scale supersymmetry is one of the most favoured theories beyond the
Standard Model of particle physics that elegantly solves various theoretical
and observational problems in both particle physics and cosmology. In this
thesis, I describe the theoretical foundations of supersymmetry, issues that it
can address and concrete supersymmetric models that are widely used in
phenomenological studies. I discuss how the predictions of supersymmetric
models may be compared with observational data from both colliders and
cosmology. I show why constraints on supersymmetric parameters by direct and
indirect searches of particle dark matter are of particular interest in this
respect. Gamma-ray observations of astrophysical sources, in particular dwarf
spheroidal galaxies, by the Fermi satellite, and recording nuclear recoil
events and energies by future ton-scale direct detection experiments are shown
to provide powerful tools in searches for supersymmetric dark matter and
estimating supersymmetric parameters. I discuss some major statistical issues
in supersymmetric global fits to experimental data. In particular, I further
demonstrate that existing advanced scanning techniques may fail in correctly
mapping the statistical properties of the parameter spaces even for the
simplest supersymmetric models. Complementary scanning methods based on Genetic
Algorithms are proposed.
