We propose a new set of supersymmetric benchmark scenarios, taking into account the constraints from LEP, b → sγ, gμ - 2 and cosmology. We work in the specific context of the constrained MSSM (CMSSM) with universal soft supersymetry-breaking masses and vanishing trilinear terms, assuming that R parity is conserved. We propose benchmark points that exemplify the different generic possibilities in this context, including focus-point models, points where coannihilation effects on the relic density are important, and points with rapid relic annihilation via direct-channel Higgs poles. We discuss the principal decays and signatures of the different classes of benchmark scenarios, and make initial estimates of the physics reaches of different accelerators, including the Tevatron collider, the LHC, and e+e- colliders in the sub-and multi-TeV ranges. We stress the complementarity of hadron and lepton colliders, with the latter favoured for non-strongly-interacting particles and precision measurements. We mention features that could usefully be included in future versions of supersymmetric event generators.