We compute the bounds on the dark matter (DM) annihilation cross section using the most recent Cosmic Microwave Background measurements from WMAP9, SPT'11 and ACT'10. We consider DM with mass in the MeV-TeV range annihilating 100% into either an e(+)e(-) or a mu(+)mu(-) pair. We consider a realistic energy deposition model, which includes the dependence on the redshift, DM mass and annihilation channel. We exclude the canonical thermal relic abundance cross section (<sigma nu > = 3 x 10(-26) cm(3)s(-1)) for DM masses below 30 GeV and 15 GeV for the e(+)e(-) and mu(+)mu(-) channels, respectively. A priori, DM annihilating in halos could also modify the reionization history of the Universe at late times. We implement a realistic halo model taken from results of state-of-the-art N-body simulations and consider a mixed reionization mechanism, consisting on reionization from DM as well as from first stars. We find that the constraints on DM annihilation remain unchanged, even when large uncertainties on the halo model parameters are considered.