Well, that third pic either looks like a juvenille squash bug or an Assassin bug. If it's a squash bug then that's bad - if it's an assassin bug then that's good. I can't really tell from your photo. Do a google.com search for both and look at the images that come up. That should help you determine which it is :-)
Sorry, not sure about those first two pics.

Here is a link that might be useful: Judy's Square Foot Garden Blog

Thanks,
I saw only one of the second insect. He is very colorful.
The light brown one is everywhere! Do cucumber beetles come in a solid brown?

The tan creatures look like click beetles, but may be a little small. Very common, not a troublemaker.

I think the last photo is an early instar assasin bug. I often see similar creatures marked with red, which I call 'the thing' and leave them alone. They are not a pest, probably a predator.

I think the brown beetle is too small to be a click beetle.
The brown beetle in my pic is smaller than the cucumber beetle but a little larger than a flea beetle.It is probably about 1/8 of an inch long.
Thanks for the replies!

I googled an Instar Assasin bug and the second photo looks like one.
My husband at first thought the first bug might be a click beetle, too, but then took a closer look and he thinks it may be something else.
I think it is so strange this is the first year I have seen the brown beetle in my veggie garden.