This thesis reviews building blocks of the supersymmetric particle physics models and how the Standard Model (SM) drawbacks can be addressed within this framework. In particular, the emphasis is put on exploring the regions, where the neutralino (χe 0 1 ) dark matter (DM), gauge invariant inflation and electroweak baryogenesis could coexist. We chose a few benchmark points within the minimal supersymmetric SM (MSSM) with non–universal Higgs masses to illustrate how the allowed regions for the DM relic abundance and the particle physics constraints could possibly pin down the masses of supersymmetric inflaton candidates, mφ, and the vacuum expectation value (VEV) of the inflaton field at the beginning of inflation φ0. Similarly, we probed the MSSM augmented with singlino component, NMSSM, to find how the requirement to achieve first order electroweak phase transition constraint NMSSM free parameters and what the subsequent implications on the DM phenomenology and supersymmetric inflation are. Since certain direct detection (DD) searches hint at the light χe 0 1 DM, complementary studies were carried out to explore the lower bounds on DM mass, which yielded mχe 0 1 & 10 GeV within phenomenological MSSM (pMSSM) and mχe 0 1 & 1 GeV within NMSSM setup.