We review our present understanding of those non-perturbative features of supersymmetric gauge theories that are believed to determine the properties of their ground states (vacua). A wide variety of theories is discussed in detail: pure Yang-Mills, theories with massive or massless real matter fields, theories with chiral matter, both for SU(N) and for the case of a general compact gauge group (as for instance E₈). Depending on some general features of the theory under consideration, various (perhaps) unexpected phenomena are shown to occur. Among these the breakdown of the (perturbatively established) non-renormalization theorem, the occurrence of runaway vacua in certain limits, the spontaneous dynamical breaking of supersymmetry itself in some chiral theories. Throughout the report we restrict ourselves to the confining picture instanton method, occasionally complementing it with the information coming from chiral and supersymmetric Ward-Takahashi identities. We compare our results with the ones suggested earlier by effective Lagrangian methods and, only briefly, with those obtained by other groups in the Higgs picture.