Gamma-Ray Bursts (GRBs), short and intense bursts of gamma-rays originating from random directions in the sky, are the brightest explosions in our Universe. They involve ultra-relativistic motion, huge magnetic fields, the strongest gravitational fields, acceleration of photons, neutrinos and cosmic rays to ultra high energies, the collapse of massive stars, mergers of neutron star binaries and formation of newborn black holes. They are at the focal point of relativistic high energy astrophysics and they serve as the best laboratory for extreme physics. The internal-external shocks model was formulated to explain their inner working. This model had impressive successes in interpreting and predicting GRB properties. Still it had left many fundamental questions unanswered. Furthermore, recently it has been confronted with puzzling Swift observations of the early afterglow and it is not clear if it needs minor revisions or a drastic overhaul. I describe here an extensive research program that deals with practically all aspects of GRB. From a technical point of view this program involves sophisticated state of the art computations on one hand, fundamental theory and phenomenological analysis of observations and data analysis on the other one. My goal is to address both old and new open question, considering, among other options the possibility that the current model has to be drastically revised. My long term goal, beyond understanding the inner working of GRBs, is to create a unified theory of accretion acceleration and collimation and of emission of high energy gamma-rays and relativistic particles that will synergize our understanding of GRBs, AGNs, Microquasars, galactic binary black holes SNRs and other high energy astrophysics phenomena. A second hope is to find ways to utilize GRBs to reveal new physics that cannot be explored otherwise.