We reconsider non-thermal production of WIMP dark matter in a systematic way and using a numerical code for accurate computations of dark matter relic densities. Candidates with large pair annihilation rates are favored, suggesting a connection with the anomalies in the lepton cosmic-ray flux detected by Pamela and Fermi. Focussing on supersymmetric models we will consider the impact of non-thermal production on the preferred mass scale for dark matter neutralinos. We have also developed a new formalism to solve the Boltzmann equation for a system of coannihilating species without assuming kinetic equilibrium and applied it to the case of pure Winos.