  We study the flux and the angular power spectrum of gamma-rays produced by
Dark Matter (DM) annihilations in the Milky Way (MW) and in extra-galactic
halos. The annihilation signal receives contributions from: a) the smooth MW
halo, b) resolved and unresolved substructures in the MW, c) external DM halos
at all redshifts, including d) their substructures. Adopting a self-consistent
description of local and extra-galactic substructures, we show that the
annihilation flux from substructures in the MW dominates over all the other
components for angles larger than O(1) degrees from the Galactic Center, unless
an extreme prescription is adopted for the substructures concentration. We also
compute the angular power spectrum of gamma-ray anisotropies and find that, for
an optimistic choice of the particle physics parameters, an interesting
signature of DM annihilations could soon be discovered by the Fermi LAT
satellite at low multipoles, l<100, where the dominant contribution comes from
MW substructures with mass M>10^4 solar masses. For the substructures models we
have adopted, we find that the contribution of extra-galactic annihilations is
instead negligible at all scales.
