no matter what - zucchini/summer squash and zinnias always seem to come down with it eventually.

My view is that it is always best to remove infected plant material from planting areas at the end of the season.

I've never heard of "immunizing" by making mulch out of mildewed plants. I'm involved in our county master gardener program, and I've never heard anyone advise anything but getting rid of the infected stuff. Some kinds of plants seem to get it no matter what, but it seems to occur most often when there's dampness and high humidity, and it's worse if the plants are crowded together.

I say this from experience, since I am a rather lazy gardener. I rarely get around to cleaning up the garden at the end of the season since I have a million leaves to clean up, and that takes most of my energy. So.....those plants that are prone to powdery mildew are left there all winter and not cleaned out until the spring. I have done this for years. I still have powdery mildew on the plants that are prone to it.

One thing that I have learned is that the mildew does not seem to do damage to the plants except that it doesn't look good by the end of the season. But my plants still come back year after year, and they continue to bloom (talking perennials here).

I have heard that milk baths will keep the powdery mildew from getting out of control. But this has to be applied throughout the growing season on plants that are prone to it. You don't wait for the mildew to appear.

I couldn't find anything in particular about immunity to mildew but found this which is interesting:
"plants rely on a complex community of soil
microbes to defend themselves against pathogens, much the way
mammals harbor a raft of microbes to avoid infections."

more about this here:
http://www.udel.edu/udaily/2013/aug/beneficial-soil-bacteria-082712.html

thanks!