Well, I think MACHOS has been more or less ruled out as a dark matter candidate. They don't contribute enough to the matter density to be "most of" the dark matter. WIMPs are probably now our best candidates. I don't know of many other potential candidates, other than a perhaps heavy-ish sterile neutrino (which would be very similar to a WIMP, but is not usually included as a WIMP in the terminology).
The best evidence we have that Dark Matter is made of "stuff" and is not a modification of the laws of gravity, I believe, is the Bullet cluster: http://en.wikipedia.org/wiki/Bullet_Cluster