Dark matter is one of those things that sounds dubious to everyone when they first hear it. I can assure you, however that those of us in the field are by and large convinced of it. I can't tell you what it is, but I can say what it most probably isn't:
1) Neutrinos - We have a limit on the mass and can calculate their approximate abundance. They appear to contribute negligibly.
2) More careful GR - Standard GR is very well understood and I find it extremely implausible that we would have just overlooked something in modelling the systems.
3) MOND - Although not completely dead, the theory is on its last legs. It can't seem to reproduce the CMB power spectrum or large scale structure and there is still no real theoretical motivation for the "modification" of gravity.
4) Errors in the Data - Dark matter is a many, many-sigma statistical result at this point. There's absolutely no way to do away with it with more careful observations.
5) MACHOs - The microlensing observations in the Milky Way halo and the low value of [itex]\Omega_b[/itex] pretty much rule this out. Primordial black holes are also a possibility, but are also almost ruled out.