Over the last decade, Galactic science has been revolutionized by the maps made possible by the Sloan Digital Sky Survey. These maps revealed a new population of ultra-faint dwarf galaxies orbiting the Milky Way that are 100 times less luminous than any galaxy previously known, a million times less luminous than the Milky Way itself, and may be the most numerous type of galaxy in the universe. The Milky Way's ultra-faint dwarf population is currently our best tracer of dark matter on sub-galactic scales, making a well-defined census and careful studies of these objects essential tests for cold dark matter models on such scales. This talk will highlight recent progress in and current obstacles to our understanding of dark matter and galaxy formation at the smallest scales, including: i. the results of recent photometric and spectroscopic observations of the Milky Way's ultra-faints, placing them in a cosmological context, ii. the results of new N-body + SPH simulations that resolve possible tension between observations and predictions, and iii. the role that current and future wide-field surveys will play in this near-field cosmology.