The answer to the question in the title is: in search of new physics beyond
the Standard Model, for which there are many motivations, including the likely
instability of the electroweak vacuum, dark matter, the origin of matter, the
masses of neutrinos, the naturalness of the hierarchy of mass scales,
cosmological inflation and the search for quantum gravity. So far, however,
there are no clear indications about the theoretical solutions to these
problems, nor the experimental strategies to resolve them. It makes sense now
to prepare various projects for possible future accelerators, so as to be ready
for decisions when the physics outlook becomes clearer. Paraphrasing George
Harrison, "If you don't yet know where you're going, any road may take you
there."Comment: 20 pages, 17 figures, Contribution to the 2017 Hong Kong UST IAS
Programme and Conference on High-Energy Physic
