Try the hot pepper route. Go to a discount supermarket and buy a Giant size jar of crushed red pepper. I use the McCormick 12 oz size that I get at Cosco. You do have to reapply after a rain, though.

We have an endless supply too, and they make me mad. Some of my tiny plants were dug up and scattered today when I got home. Don't they *know* how much time I had invested?

The only thing I've found that works well with tiny seedlings is preventing access mechanically. You know those round wire baskets that nurseries sell for lining with sheet moss and using as hanging planters? Well, I direct seed into a large pot and then top the pot with one of those, fit just inside the pot. You can water right through it and sunlight goes through, but the squirrels can't get in. Works really well for me as long as the seedlings stay together in the big pot.

we have a ton of those critters and rabbits too. I was givin the heads up on cayaenne pepper.Not sure if you have dollar tree dollar stores around you,they sell a seasoning called mexican chili powder bought some because they did not have cayaenne. It worked great also,only thing is don't apply when it is breezy or you to will know why those little buggers don't like it. It does no harm to the pest just gives a little burning feeling that they don't seem to be fond of. Don't forget to reapply

I have squirrel problems too. One thing that has been pretty good for me are white fabric hairnets, also called bouffant caps - the kind they use in clean rooms. I'll use a larger round pot and plant several seeds about 1" apart or whatever in it. I also top off with chicken grit if I think the seedling can compete with it. Then I stick a chop stick in the middle, put the hairnet over it (they are reusable BTW and last from year to year). Then I put a rubber band around that.
It doesn't heat up like plastic, it lets the rain in and keeps the seedlings from drying out, keeps them from being crushed by water, keeps them from scorching in full sun. You can also water through them. Open it up once and a while for circulation if it's particularly damp out for a few weeks. The hairnets will stay on without the rubberbands but animals might take them to make their nests.
Here is a link for this type of cap, though I am not sure what brand I have.

Here is a link that might be useful: Bouffant Caps

Thanks for the tips! I had no sooner planted my cleome seedlings this weekend and gone back in the house for an hour (thinking, "I need to get those covered up soon,") than the squirrels were at them. I chased them away and went right back to get the cayenne pepper. I sprinkled it around the plants and so far, there have been no repeat attacks. :) Although they DID get to my remaining "love lies bleeding" seedlings before I had a chance to sprinkle the pepper on. My notes say, "Doesn't like to be transplanted," but the 2 remaining seedlings have survived 2 squirrel attacks and 2 transplants...if they live through the next week, I think they'll make it!