It is extremely difficult for modifications of gravity to simultaneously fit the cosmic microwave background, big-bang nucleosynthesis, galactic rotation curves, and the Bullet Cluster. The safe bet these days is on some sort of non-baryonic dark particle (which is why so many people are looking for them). Most other loopholes are closed or in the process of being closed.
The coming decade or two should have something significant to say about dark matter. We will either discover its nature or severely constrain its properties through a plethora of varied experiments and searches.