  We compare and contrast three different sensitivity measures,
$\Delta_{EW}^{-1}$, $\Delta_{HS}^{-1}$ and $\Delta_{BG}^{-1}$ that have been
used in discussions of fine-tuning. We argue that though not a fine-tuning
measure, $\Delta_{EW}$, which is essentially determined by the particle
spectrum, is important because $\Delta_{EW}^{-1}$ quantifies the minimum
fine-tuning present in any theory with a specified spectrum. We emphasize the
critical role of incorporating correlations between various model parameters in
discussions of fine-tuning. We provide toy examples to show that if we can find
high scale theories with specific correlations amongst parameters, the value of
the traditional fine-tuning measure $\Delta_{BG}^{-1}$ (which differs
significantly from $\Delta_{HS}^{-1}$ only when these correlations are
important) would be close to $\Delta_{EW}^{-1}$. We then set up the radiatively
driven natural SUSY framework that we advocate for phenomenological analyses of
natural models of supersymmetry, and review the implications of naturalness for
LHC and ILC searches for SUSY as well as for searches for SUSY dark matter.
