Abstract: We present a Bayesian analysis of the NUGHM, a supersymmetric scenario with non-universal gaugino masses and Higgs masses, including all the relevant experimental observables and dark matter constraints. The main merit of the NUGHM is that it essentially includes all the possibilities for dark matter (DM) candidates within the MSSM, since the neutralino and chargino spectrum -and composition- are as free as they can be in the general MSSM. We identify the most probable regions in the NUHGM parameter space, and study the associated phenomenology at the LHC and the prospects for DM direct detection. Requiring that the neutralino makes all of the DM in the Universe, we identify two preferred regions around m(chi 10) = 1 TeV, 3 TeV, which correspond to the (almost) pure Higgsino and wino case. There exist other marginal regions (e.g. Higgs-funnel), but with much less statistical weight. The prospects for detection at the LHC in this case are quite pessimistic, but future direct detection experiments like LUX and XENON1T, will be able to probe this scenario. In contrast, when allowing other DM components, the prospects for detection at the LHC become more encouraging – the most promising signals being, beside the production of gluinos and squarks, the production of the heavier chargino and neutralino states, which lead to WZ and same-sign WW final states – and direct detection remains a complementary, and even more powerful, way to probe the scenario.