It sounds like powdery mildew, which affects some plants more than others. It usually occurs in hot, humid conditions, especially when there is poor air circulation (for instance, crowded plants). You can spray with a fungicide, but a better bet is to use cultivars that are less susceptible to powdery mildew. Also, space your plants to that air can circulate in the beds.
Luke Miller, editor
Garden Ideas & Outdoor Living magazine