We study various supersymmetric extensions of the standard model motivated by naturalness. We first study the possibility that the Higgs quartic coupling has an extra tree-level contribution, and show that this leads to electroweak symmetry breaking driven by the holomorphic supersymmetry breaking mass for the Higgs fields. We then present two classes of models with supersymmetry breaking at an intermediate scale that realize this scenario, and show that these models have reduced fine-tuning. Second, we consider theories in which there is no supersymmetric desert, and study a method of reproducing the apparent gauge coupling unification using the generalized Green-Schwarz mechanism. Finally, we study the possibility that the hidden sector which breaks supersymmetry is strongly coupled and conformal over a range of energies, and show that this can lead to very predictive spectra. In addition, we show that this scenario can solve a fine-tuning problem generally present in models of gauge and gaugino mediation, the μB-problem.