  We show that the electroweak fine-tuning parameter \Delta_{\rm EW} derived
from the well-known electroweak symmetry breaking condition written in terms of
weak scale parameters leads to {\it a bound on fine-tuning in the MSSM} and
explain its utility for phenomenological analyses. We argue that a small
magnitude of the mu parameter, and the concomitant presence of light higgsinos,
is the most basic consequence of naturalness in SUSY models, and list the
resulting implications of this for experiments at the LHC and at future e^+e^-
colliders.
