The standard model of cold dark matter predicts the existence of thousands of small dark matter halos orbiting the Milky Way, and steep cusps in the central regions of dark matter halos. The low-luminosity, dark matter dominated dwarf galaxy population of the Milky Way provides an ideal laboratory for testing these predictions, and thus placing strong constraints on the nature of dark matter. I will show how present kinematic data from the galaxies tests solutions to the CDM ‘missing satellites problem,’ and how future astrometric data will reveal the presence of central density cores or cusps. I will also discuss how the kinematic data from these galaxies is able to provide strong constraints on the signal from cold dark matter particles annihilating into gamma-rays, and how in general the cosmological gamma-ray background can be used to test alternative dark matter models.