The constrained minimal supersymmetric standard model (CMSSM) contains a natural dark matter candidate, the neutralino. The relic density of dark matter accounts for the WMAP matter density when either 1) the neutralino and stau are nearly degenerate (this parameter space is then referred to as the co-annihilation region), 2) the mass of the neutralino is close to 1/2 the mass of the Higgs pseudo-scalar (the funnel region) or 3) the neutralino picks up a significant Higgsino component (as in the focus point region). I will discuss a recent frequentist analysis of the CMSSM which favors the co-annihilation region. I will also discuss the calculated neutralino-nucleon elastic scattering cross section and its uncertainties. Models considered will be the CMSSM and variants in which the universality of the scalar Higgs masses is relaxed.