Neutralinos represent a viable solution to the Dark Matter problem. In particular, while I discuss here a wide range for their masses, I will deserve a special attention to light neutralinos, which arise in supersymmetric models without unifications conditions of gaugino masses at the GUT scale. They have sizeable direct and indirect detection signals, which are bounded from below by the cosmological constraint on their relic abundance, but are not yet excluded by present direct and indirect searches, including limits coming from the BR(B-s -> mu(+) + mu(-)) decay rate. They represent so an interesting experimental challenge. An intriguing aspect of light neutralinos is also that they could explain the DAMA modulation effect in a still existing compatibility window with other direct search experiments. I also discuss the gamma-ray signal from dark matter annihilation in our Galaxy and give some examples of external objects, namely the Andromeda Galaxy (M31) and M87. Predictions for the fluxes turn out to be below the level required to explain the possible indications of a gamma-ray excess shown by EGRET, CANGAROO-II and HESS (toward the Galactic Center) and HEGRA (from M87). As far as future experiments are concerned, only the signal from the galactic center could be accessible to both satellite-borne experiments and to ACTs, even though this requires very steep dark matter density profiles.