A large survey of two-component, spherically symmetric, collisionless, self-consistent models is carried out with the aim of studying elliptical galaxies embedded in massive dark halos. Although many factors and options are explored in quantitative detail, the main focus is on a family of models where the luminous component is mostly isotropic inside the half-light radius and the dark component is slightly warmer (and normally more diffuse) than the luminous component, consistent with the picture that ellipticals were generically formed as a result of collisionless collapse (or merging) in the presence of cold/warm dark matter. The constraints imposed by self-consistency are found to be quite complex, but a few important features (such as limits on the amount of dark matter inside the half-light radius in terms of observed quantities and a characterization of the physical parameter space) are clarified by a proper use of the Jeans equations and of the virial theorem. In spite of the variety of kinematical profiles realized in our self-consistent models, we note a natural "conspiracy" to support realistic photometries, that is, luminosity profiles consistent with the R1/4 law. Within our main family of models, we develop the concept of "minimum-halo models" as a way to fit a given set of data by minimizing the request of dark matter. This paper, where many of the results are illustrated in terms of projected quantities for a direct application to observed objects, forms the theoretical basis for a systematic study of photometric and kinematical properties of elliptical galaxies that may give quantitative estimates on the amount of dark matter present in these systems.