In Menu Bar, click on File - Backup - Accounts. It'll open the following folder for you: C:\Users\<user account name>\AppData\Roaming\Ethereum. This folder contains 2 subfolders:
- geth: this is a reference implementation of Ethereum backend written in Go; the blockchain db is stored in ...geth\chaindata
- keystore: your encrypted private keys are stored there
To completely remove Ethereum Wallet or Mist from your computer, do the following:
(1) If you have any funds in your accounts, backup all your private keys from keystore folder.
(2) Uninstall Mist/Ethereum Wallet.
(3) Check C:\Users\<user account name>\AppData\Roaming folder and if necessary delete following subfolders: Ethereum, Ethereum Wallet, Mist. Once again, do this only after you backed up all your private keys.
EDIT: As far as I know, Parity is also full node wallet.