  Models with dynamical supersymmetry breaking have the potential to solve many
of the naturalness problems of hidden sector supergravity models. We review the
argument that in a generic supergravity theory in which supersymmetry is {\it
dynamically} broken in the hidden sector, only tiny Majorana masses for
gauginos are generated. This situation is similar to that of theories with
continuous R-symmetries, for which Hall and Randall have suggested that gluino
masses could arise through mixings with an octet of chiral fields. We note that
in hidden sector models, such mixing can only occur if the auxiliary D field of
a $U(1)$ gauge field has an expectation value. This in turn gives rise to a
catastrophically large Fayet-Iliopoulos term for ordinary hypercharge. To solve
this problem it is necessary to unify hypercharge at least partially in a
non-Abelian group. We consider, also, some general issues in models with
continuous or discrete R symmetries, noting that it may be necessary to include
$SU(2)$ triplet fields, and that these are subject to various constraints. In
the course of these discussions, we consider a number of naturalness problems.
We suggest that the so-called ``$\mu$-problem" is not a problem, and point out
that in models in which the axion decay constant is directly related to the
SUSY breaking scale, squarks, sleptons and Higgs particles generically acquire
huge masses.
