  We evaluate the relic density of neutralinos in the minimal supergravity
(mSUGRA) model. All 2-->2 neutralino annihilation diagrams, as well as all
processes involving sleptons, charginos, neutralinos and third generation
squarks are included. Relativistic thermal averaging of the velocity times
cross sections is performed. We find that co-annihilation effects are only
important on the edges of the model parameter space, where some amount of
fine-tuning is necessary to obtain a reasonable relic density. Alternatively,
at high tan(beta), annihilation through very broad Higgs resonances gives rise
to an acceptable neutralino relic density over broad regions of parameter space
where little or no fine-tuning is needed. Finally, we compare our results
against the reach of various e+e- and hadron colliders for supersymmetric
matter.
