Working within the framework of the minimal supergravity model with gauge coupling unification and radiative electroweak symmetry breaking, we evaluate the cosmological relic density from lightest neutralinos produced in the early universe. Our numerical calculation is distinct in that it involves direct evaluation of neutralino annihilation cross sections using helicity amplitude techniques; and thus avoids the usual expansion as a power series in terms of neutralino velocity. Thus, our calculation includes relativistic Boltzmann averaging, neutralino annihilation threshold effects, and proper treatment of integration over Breit-Wigner poles. We map out regions of parameter space that give rise to interesting cosmological dark matter relic densities. We compare these regions with recent calculations of the reach for supersymmetry by CERN LEP 2 and Fermilab Tevatron Main Injector era experiments. The cosmologically favored regions overlap considerably with the regions where large trilepton signals are expected to occur at the Tevatron. The CERN LHC pp collider can make a thorough exploration of the cosmologically favored region via gluino and squark searches. In addition, over most of the favored region, sleptons ought to be light enough to be detectable at both LHC and at a root s = 500 GeV e(+)e(-) collider.