Dark Matter Candidates: Running for 23% of your Universe!

"[I]f there were no light in the universe and therefore no creatures with eyes, we should never know it was dark. Dark would be without meaning." -C.S. Lewis
(For readers Mu and Bjoern.)
I've told you the entire history of the Universe, from before the Big Bang into the far distant future, and yet many of you noticed there was a conspicuous missing piece to the story: dark matter.

Living in halos around our galaxies and clusters, dark matter, at present, makes up 23% of the energy density of the Universe. This makes it second in overall importance to dark energy, which has become important only recently, but makes it about five to six times as abundant as normal matter.
Yes, normal matter -- protons, neutrons, electrons, etc. -- all the stuff our everyday world is made out of, is only 4-5% of the total energy in the Universe.

But in the past, before dark energy was important, dark matter was the dominant thing, as far as energy is concerned, in the Universe. Hugely important, gravitationally, for the formation of structure in the Universe, including galaxies, clusters and superclusters, dark matter is mind-numbingly upsetting to physicists and astronomers everywhere for ...