The identity of dark matter is one of the key outstanding problems in both particle and astrophysics. In this thesis, I describe a number of complementary searches for particle dark matter. I discuss how the impact of dark matter on stars can constrain its interaction with nuclei, focussing on main sequence stars close to the Galactic Centre, and on the first stars as seen through the upcoming James Webb Space Telescope. The mass and annihilation cross-section of dark matter particles can be probed with searches for gamma rays produced in astronomical targets. Dwarf galaxies and ultracompact, primordially-produced dark matter minihalos turn out to be especially promising in this respect. I illustrate how the results of these searches can be combined with constraints from accelerators and cosmology to produce a single global fit to all available data. Global fits in supersymmetry turn out to be quite technically demanding, even with the simplest predictive models and the addition of complementary data from a bevy of astronomical and terrestrial experiments; I show how genetic algorithms can help in overcoming these challenges.