Shannon–Rényi entropies and associated participation spectra quantify how much a many-body wave-function is localized in a given configuration basis. Using these tools, we present an analysis of the ground-state wave functions of various quantum spin systems in one and two dimensions. General ideas and a review of the current status of this field are first given, with a particular emphasis on universal subleading terms characterizing different quantum phases of matter, and associated transitions. We highlight the connection with the related entanglement entropies and spectra when this is possible.In a second part, new results are presented for the participation spectra of interacting spin models, mostly based on quantum Monte Carlo simulations, but also using perturbation theory in some cases. For full antiferromagnetic one-dimensional systems, participation spectra are analyzed in terms of ferromagnetic domain walls which experience a pairwise attractive interaction. This confinement potential is either linear for long-range Néel order, or logarithmic for quasi-long-range order. The case of subsystems is also analyzed in great detail for a 2d dimerized Heisenberg model undergoing a quantum phase transition between a gapped paramagnet and a Néel phase. Participation spectra of line shaped (1d) sub-systems are quantitatively compared with finite temperature participation spectra of ansatz effective boundary (1d) entanglement Hamiltonians. While short-range models describe almost perfectly the gapped side, the Néel regime is best compared using long-range effective Hamiltonians. Spectral comparisons performed using Kullback–Leibler divergences, a tool potentially useful for entanglement spectra, provide a quantitative way to identify both the best boundary entanglement Hamiltonian and effective temperature.