  We explore the full parameter space of Minimal Supergravity (mSUGRA),
allowing all four continuous parameters (the scalar mass m_0, the gaugino mass
m_1/2, the trilinear coupling A_0, and the ratio of Higgs vacuum expectation
values tan beta) to vary freely. We apply current accelerator constraints on
sparticle and Higgs masses, and on the b -> s gamma branching ratio, and
discuss the impact of the constraints on g_mu-2. To study dark matter, we apply
the WMAP constraint on the cold dark matter density. We develop Markov Chain
Monte Carlo (MCMC) techniques to explore the parameter regions consistent with
WMAP, finding them to be considerably superior to previously used methods for
exploring supersymmetric parameter spaces. Finally, we study the reach of
current and future direct detection experiments in light of the WMAP
constraint.
