Weak scale supersymmetry solves the Big Hierarchy problem of the Standard Model. But recent severe sparticle mass limits from the LHC accentuate the Little Hierarchy Problem: Why are the W , Z and h masses so small (∼ 100 GeV) when the supersymmetric parameters are at or above the TeV scale? This problem can be addressed quantitatively by studying the fine-tuning of a specific model. Fine-tuning allows for a unique way of giving upper bounds for masses of the superpartners. This dissertation studies a variety of models for their naturalness while satisfying experimental constraints. It is shown that fine-tuning puts most SUSY models under severe pressure: only the Non-Universal Higgs Mass model with two extra parameters (NUHM2) survives the naturalness criteria. Inspired by gauge coupling unification, these models assume gaugino mass unification, however, this may not be required by nature. This text examines how the phenomenology of supersymmetric models changes if non-universal gaugino masses (NUGM) are allowed without impacting naturalness. Within the NUGM model, supersymmetry could be detected from electroweak gaugino production at the LHC in multiple channels. Discovery prospects at the LHC13 vastly improve for the case of low gaugino masses due to observable signals from chargino and/or neutralino states. An International Linear Collider shows rich prospects for production of light electroweak -ino states. Also, direct and indirect searches for WIMPs could offer a means of discovery. In addition, this dissertation explores decoupled sfermions within natural supersymmetry. It is shown that low fine-tuning implies intra-generational degeneracy for decoupled squarks and sleptons.