Ditto what Kent said. You can also just watch the vine they are growing on and when it begins to wither it's a good sign the squash won't gain in size anymore and is hardening up. When you clip it leave about an inch of vine attached rather than just pull the squash from it, exposing an open "belly button". This will help it cure better, and letting it cure a bit will actually sweeten it up quite a bit more than just picking and eating.
Shoe
(dagnabbit...edited for spelling: "pulled" to "pull"...wish I knew how to strike out words like Dave does)
