I was thinking mainly of Dark Matter, jtp, which is surely a new particle of some kind -- even if it's as simple as a right-handed neutrino or something. Also I'm reliably informed that SUSY isn't dead yet, and there are strong theoretical reasons for believing that it exists. Likelihood is that we'll need the 14 TeV run of the LHC to rule it out at least in its full current form. But it's a hard beast to kill, is SUSY, because the parameter space you have to look at is far too huge for it to be as easily ruled out as all that (I actually think this is a weakness of SUSY but I don't work on it so...).
And anyway, aside from SUSY there are goodness knows how many other theories, all of which tend to predict new particles of one form or another, and none of which have worked yet -- but we still have some 16 orders of magnitude to go until (by most people's thinking) we've reached the end of the possible scale of new stuff.