Theories like Poisson-Nernst-Planck that model ions as point charge are very useful in many applications. However, when ions are near highly-charged binding sites on proteins or inside ion channels, the size of the ions produces first-order effects because the ions' concentration is very large and/or because the ions are in a crevice or pore that is not much wider than the ions themselves. Density Functional Theory (DFT) of electrolytes (not electron orbitals) is a thermodynamically-derived theory that includes the effect of ion size in confining geometries. Applications of DFT to be discussed are as varied as modeling of ions at dielectric interfaces and ion currents through the ryanodine receptor calcium channel and through nanofluidic devices.