We survey a variety of proposals for new physics at high scales that serve to relate the multitude of soft supersymmetry breaking parameters of the MSSM. We focus on models where the new physics results in non-universal soft parameters, in sharp contrast with the usually assumed mSUGRA framework. These include {\it i}) SU(5) and SO(10) grand unified (GUT) models, {\it ii}) the MSSM plus a right-handed neutrino, {\it iii}) models with effective supersymmetry, {\it iv}) models with anomaly-mediated SUSY breaking and gaugino mediated SUSY breaking, {\it v}) models with non-universal soft terms due to string dynamics, and {\it vi}) models based on $M$-theory. We outline the physics behind these models, point out some distinctive features of the weak scale sparticle spectrum, and allude to implications for collider experiments. To facilitate future studies, for each of these scenarios, we describe how collider events can be generated using the program ISAJET. Our hope is that detailed studies of a variety of alternatives will help point to the physics underlying SUSY breaking and how this is mediated to the observable sector, once sparticles are discovered and their properties measured.