These little “buggers” are Squash Bugs. These particular ones were feasting on my Summer Squash. They do come in a couple different varieties but all of them will eat Winter and Summer Squash, Cucumbers, Melons, and Pumpkins.
Squash Bugs will lay eggs on the under sides of the leaves. When you see them, nab them. You can easily use a piece of tape wrapped around your hand, sticky side out, and touch them. Eggs, too. The eggs are tiny, laid in groups. They’re usually yellowish or brown, quite easy to locate. This is the best way to control them, really. Just remove the eggs when you see them. By “remove” I really mean, SQUISH ‘EM. If you’re consistent, you’ll likely defeat them.
Since I don’t endorse the use of chemicals on your plants, I can’t really advise of anything other than Diatomaceous Earth, a white, powdery substance and quite safe to use. It’s basically just pulverized rock, so fine yet quite abrasive. It basically absorbs moisture from the pests causing them to dehydrate. (It can also be found in your toothpaste for it’s abrasive properties.)
For more information about the Squash Bug, check out the blog post at Colorado State University.