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Neutralinos arise as natural dark matter candidates in many supersymmetricextensions of the Standard Model. We present a novel calculation of theneutralino relic abundance in which we include all so called coannihilationprocesses between neutralinos, charginos and sfermions, and, at the same time,we apply the state of the art technique to trace the freeze-out of a species inthe early Universe. As a first application, we discuss here results valid inthe mSUGRA framework; we enlight general trends as well as perform a detailedstudy of the neutralino relic densities in the mSUGRA parameter space. Theemerging picture is fair agreement with previous analyses in the sameframework, however we have the power to discuss it in many more details thanpreviously done. E.g., we find that the cosmological bound on the neutralinomass is pushed up to ~565 GeV in the stau coannihilation region and to ~1500GeV in the chargino coannihilation region.Comment: 32 pages, 14 figures, LaTeX, uses JHEP3.cls, Changes: references  added, text clarified, conclusions unchange

Accurate relic densities with neutralino, chargino and sfermion coannihilations in mSUGRA