I think XKCD said it best:

>Yes, everybody has already had the idea, "maybe there's no dark matter — gravity just works differently on large scales!" It sounds good but doesn't really fit the data.

The bottom line is that, even though we've explored quite a lot of modified-gravity / alternative-cosmology models, none of them have been able to fit all of the data even with some of the wildest and most contrived parameterizations. In basically every case, we can choose parameterizations that work to fit some datasets, but then those same parameterizations then go on to fail miserably at fitting other datasets ... and there just isn't any parameterization that works for them all at the same time, which means none of those models are actually viable as models of cosmology.

On the other hand, not only are dark matter models incredibly simple by comparison, but it is straightforward to parameterize them such that all of the datasets are well-fitted with the same parameterization, and getting to that point doesn't even require any specific model of dark matter — the generic idea of dark matter works so well that there are many different possible models of dark matter that work. It could be sterile neutrinos, or axions, or WIMPs, or light supersymmetric particles, the list goes on and on ...

When an idea works so well and with such simplicity and generality while every other idea explored falls flat on its face no matter how complicated you make it, you just have to take a step back and admit that maybe, just maybe, the simple and general idea is actually the correct one. It's kind of like ... if you're sitting there with pegs of different shapes and you find that the round peg fits the round hole but none of the other pegs fit it, well ...