Over the last decade we have witnessed a wealth of new data from direct detection experiments, from collider experiments and from observations of cosmic-rays and gamma-rays. Those have probed parts of the dark matter parameter space previously not explored and have resulted in null detections or in highly debated potential signals of dark matter. The null results suggest the need to search for dark matter in new directions, while the debated signals the need to understand all the relevant uncertainties and alternative explanations. I will show examples of new techniques that I am developing in searching for dark matter and show my work in addressing the questions of both astrophysical alternatives and uncertainties. I will also show how we can search for dark matter in scales that are well beyond the reach of controlled experiments now and in the future.