The identification of the nature of dark matter remains a top priority in
astroparticle physics and cosmology. For a long time, particle dark matter
searches were severely data-starved with experiments lagging far behind
theoretical predictions. This is no longer the case. With large amounts of data
pouring in from multiple search strategies, we are now at the prime time for
discovering or ruling out some of the most well-motivated dark matter candidates.
But the success of these experimental efforts is limited by our ignorance about
the dark matter content in our Galaxy. In fact, as experiments become more and
more sensitive, the results are destined to become dominated by the uncertainty
on the distribution of dark matter, which threatens to throw the field into
stagnation. Dark matter searches are rapidly approaching the "astrophysics
frontier". In this talk, I shall address two key aspects related to such
astrophysics frontier in today's dark matter searches: (i) where to look at,
linked to the dark matter distribution across the Milky Way; and (ii) what
exactly to look for, in particular the search for spectral features in the
gamma-ray sky. Without successfully tackling these challenges, we risk never
being able to identify dark matter, whatever its nature might be.