I've just mulched around all of my tomato plants, but I have planted radishes around the cucumbers and squash, so I don't mulch, right? I know this seems simple, but I have confused myself....
Well, it can. It's sort of a toss up. No mulch =more weeding and watering. Mulch= more fire ant hiding places, in my location. We have multiple queen colonies here. I had to take up all my black plastic under the pots when I had a little bootleg plant nursery, as the ants were using the whole thing for refuge.
Squash bugs, not the squash borer but the stink bug looking things, are the only bugs I'm aware of where giving then a place to hide is a problem for squash. It makes them harder to catch. Depending on how bad they are in your area, and thinking about your desert climate, mulching squash may or may not be a bad idea. Like a lot of things, there are tradeoffs.
It is fine to mulch direct-sown stuff THINLY, especially with a very permeable mulch (such as long straw or long cut meadowgrass) as opposed to a more smothery mulch (such as shredded bark or shavings or chopped hay).
But you would want to limit the amount of mulch there til the plants are well up. Whereas in other areas, you can mulch more heavily if you so desire.
And yes, mulching involves a bit of tradeoffs between shade/cool/moisture-retention/erosion-control vs hiding places for pests... you just have to experiment and see what works best in your situation (which may vary a bit between years depending on weather and pest conditions)
Based on all of your great input, this is my plan...
I have the shredded bark around the tomaotes. I have planted radishes around the cucs, zucchine,squash, and will lightly mulch with straw after they pop up. I'll continue to keep an eye out for bugs, and I'll also start looking through the mulch for the little monsters.