The interplay between particle physics models and their cosmological implicationsprovides a crucial set of constraints for model-builders. As upcoming experiments set out to determine the particle nature of dark matter, detect primordial gravitational waves (GWs), and map primordial non-Gaussianities (PNGs), a unique opportunity arises to search for physics beyond the Standard Model (BSM) at scales that may be as high as 10^13 GeV. This thesis explores these three examples of cosmological aspects of model- building. We begin with a review of the problems that motivate the search for BSM physics, touching on both the naturalness problems and the inflationary paradigm. Then, we introduce a parity-based solution to the strong CP problem, motivating the question of whether a model containing a heavy mirror copy of the SM gauge group may contain a viable candidate for dark matter. We then turn to GWs, introducing a new source of primordial GWs from stochastic fluctuations of scalar fields in the early universe. Finally, we turn to effective field theories (EFTs) in de-Sitter space, introducing the problem in the context of cosmological collider physics and initiating a systematic understanding of EFT construction in inflationary spacetimes. In turn, we illustrate the promise of near-future cosmological probes to provide insights into the underlying physics of our universe.