We describe a class of "bare bones" models of homopolymers which undergo coil-globule collapse and proteins which fold into their native states in free space or into denatured states when captured by an attractive substrate as the temperature is lowered. We then show how, with the use of a properly chosen trial move set, Wang-Landau Monte Carlo sampling can be used to study the rough free energy landscape and ground (native) states of these intriguingly simple systems and thus elucidate their thermodynamic complexity.