We investigate the field dependence of the gauge couplings of locally supersymmetric effective quantum field theories. We find that the Weyl rescaling of supergravity gives rise to Wess-Zumino terms that affect the gauge couplings at the one-loop level. These Wess-Zumino terms are crucial in assuring supersymmetric consistency of both perturbative and non-perturbative gauge interactions. At the perturbative level, we distinguish between the holomorphic Wilsonian gauge couplings and the physically-measurable momentum-dependent effective gauge couplings; the latter are affected by the Konishi and the super-Weyl anomalies and their field-dependence is non-holomorphic. At the non-perturbative level, we show how consistency of the scalar potential generated by infrared-strong gauge interactions with the local supersymmetry requires a very specific form of the effective superpotential. We use this superpotential to determine the dependence of the supersymmetric condensates of a strongly interacting gauge theory on its (field-dependent) Wilsonian gauge coupling and the Yukawa couplings of the matter fields. The article concludes with the discussion of the field-dependent non-perturbative phenomena in the context of string unification.