This paper considers the protein structure prediction problem for lattice and off-lattice protein folding models that explicitly represent side chains. Lattice models of proteins have proven extremely useful tools for reasoning about protein folding in unrestricted continuous space through analogy. This paper provides the first illustration of how rigorous algorithmic analyses of lattice models can lead to rigorous algorithmic analyses of off-lattice models. We consider two side chain models: a lattice model that generalizes the HP model (Dill 85) to explicitly represent side chains on the cubic lattice, and a new off-lattice model, the H P Tangent Spheres Side Chain model (HP-TSSC), that generalizes this model further by representing the backbone and side chains of proteins with tangent spheres. We describe algorithms for both of these models with mathematically guaranteed error bounds. In particular, we describe a linear time performance guaranteed approximation algorithm for the HP side chain model that constructs conformations whose energy is better than 86% of optimal in a face centered cubic lattice, and we demonstrate how this provides a 70% performance guarantee for the HP-TSSC model. This is the first algorithm in the literature for off-lattice protein structure prediction that has a rigorous performance guarantee. Our analysis of the HP-TSSC model builds off of the work of Dan& and Hannenhalli who have developed a 16/30 approximation algorithm for the HP model on the hexagonal close packed lattice. Further, our analysis provides a mathematical methodology for transferring performance guarantees on lattices to off-lattice models. These results partially answer the open question of Karplus et al. (1994) concerning the complexity of protein folding models that include side chains.