Melons and okra I always start in the garden, usually late this month or early June. Tomatoes I've had sprout up on their own at around the same time and produce fruit in late summer to early autumn. Peppers are the only thing that I wonder if it might be too late for on your list, and even then it might depend on what type. I'd still start the tomatoes inside now just so they have warm nights as well as days. And when ai said melons, I mean cantaloupe types, I don't know about watermelons. Cheers!

I bookmarked a page on a local garden blog which takes all the guesswork out of it for me. I like the directness of their directions:
July:

Plant in the ground only out of necessity -- extreme necessity
Plant in containers: continue napping

Perhaps you can find a similar local cheat sheet.

I'd buy transplants for the peppers and tomatoes for best results. Direct seeding either of them is low- success at best.

It is still too early for okra for sure in your zone and probably a little too early for melons and beans too although can't be sure without knowing your soil temp.

Dave

Shouldn't be too early for beans, Melons should be planted about the 3rd week of May, I would just buy the pepper and tomatoe plants as it is too late to start by seed.