We introduce a set of CMSSM benchmark scenarios that take into account the constraints from LEP, Tevatron, $b to s gamma$, $g_mu - 2$ and cosmology. The benchmark points are chosen to span the range of different generic possibilities, 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, as well as points with smaller sparticle masses. We make initial estimates of the physics reaches of different accelerators, including 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.