Mexican bean beetle and the fam (generations shown counter-clockwise, starting from the adult at the bottom):
Squash beetle and larva, very similar to the Mexican bean beetle:
Mexican bean beetles preferentially go for legumes (beans, peas, etc.), but when they’ve eaten all those, they’ll check out the rest of the garden.
Squash beetles will go after other Cucurbitae (squash, cucumbers, melons, pumpkins, etc.), so after they chomp through your squash, you will probably find them on the cousins.
Cucumber beetles can be either striped or spotted. They are more yellow than the other two, and more elongated. If you don’t have these guys, but you do have squash beetles (or even bean beetles), you will probably see them on your cukes as well.
Squash bugs look to me a lot like stink bugs. They are truly bugs, as opposed to other forms of insects, meaning that they pierce and suck the juices from plants and their fruits.
Yay.