I'm a huge believer in garden mulch of all kinds - depending on what
you're growing in your vegetable garden, mulches prevent drying out,
suppress weeds and add some nutrients.
Virtually any kind of organic matter can be used as mulch; from grass clippings, to fall leaves, to twigs and branches chipped in a machine.
Some of the best mulches are free, or almost; straw (not hay which can contain lots of weed seeds), wood chips delivered free of charge by road clearing crews, seaweed or compost.
Well aged sawdust or chips are the best - they don't take up all the nitrogen as they've already got past that stage of decomposition. Also, new wood chips produce a lot of heat, making it a fire hazard.
Paper or cardboard makes and excellent first layer to completely block off the light to weeds, then a layer of wood chips, sawdust or other organic mulch makes it look better, as well as weighing it down.
Spread newspaper on a windless day - you'll have much better success with it.
Old carpet cut into two foot wide strips make great walkways in the vegetable garden - cover with sawdust if you don't like the way it looks.
Think outside the box when you're looking for mulch. Old rags, burlap or other industrial waste like corn cobs, cocoa shells, oyster shells just to name a few are free for the asking, or for a small fee for delivery.
If you're inventive and paying attention in the fall, you may find fallen leaves, already bagged, waiting at the side of the road for you to pick them up.
Many municipalities have a tree chipping service to get rid of Christmas trees, with the resulting mulch available for anyone with a pick up truck or some sturdy bags.
Not every mulch is suitable for vegetable gardening, but there are often choices in what you can find. Keep your options open!