We have performed multicanonical simulations of hydrophobic-hydrophilic heteropolymers with two simple effective, coarse-grained off-lattice models to study the influence of specific interactions in the models on conformational transitions of selected sequences with 20 monomers. Another aspect of the investigation was the comparison with the purely hydrophobic homopolymer and the study of general conformational properties induced by the "disorder" in the sequence of a heteropolymer. Furthermore, we applied an optimization algorithm to sequences with up to 55 monomers and compared the global-energy minimum found with lowest-energy states identified within the multicanonical simulation. This was used to find out how reliable the multicanonical method samples the free-energy landscape, in particular for low temperatures.