Molecules, supramolecular structures and semiconductor nanocrystals are increasingly used as the active components in prototype opto-electrical devices with miniaturized dimensions and novel functions. Therefore, there is a strong need to measure the electronic structure of such single, individual nano-objects. Here, we explore the potential of scanning tunnelling spectroscopy to obtain quantitative information on the energy levels and Coulomb interactions of semiconductor quantum dots. We discuss the conditions under which shell-tunnelling, shell-filling and bipolar spectroscopy can be performed, and illustrate this with spectra acquired on individual CdSe and PbSe quantum dots. We conclude that quantitative information on the energy levels and Coulomb interactions can be obtained if the physics of the tip/quantum dot/substrate double-barrier tunnel junction is well understood.