Here's a map of where we'll be going. First I'll describe some ideas from relativity, cosmology, and quantum mechanics that one would like to incorporate in a quantum theory of gravity. Then I'll discuss Smolin's first road, which consists of black hole thermodynamics. Next time, I'll discuss Smolin's other two roads and mention a few additional approaches. Then I'll talk about attempts to overcome the shortcomings of our current theories by constructing a more general theory that builds on them. Lastly, I'll present a few conclusions.