It sounds pretty boring, and doesn’t aways look so great, but mulch is an important part of your garden. Yes, your plants will grow without it, but they will be so much happier if you surround them with a layer of organic material. Mulch is basically a blanket for the soil. It protects young plants and roots from heat and cold, helps the soil retain moisture as it slows down evaporation, and eventually breaks down to become compost which further enriches your soil.
If you are starting a brand-new garden laying a very thick mulch will help prevent weeds re-growing, especially if your first layer is newspaper.
So, what is it made from and where do you get it?
Commonly used materials are bark, leaves and straw, but there are lots of other materials available. I would recommend using what is easiest and most practical for you. If you want your garden to look neat and tidy, dying weeds and straw probably won’t work, and bark chips or ground covers would be a better option. Bark works well under large perennials such as artichokes, berries and bushes. and it makes herb and vegetables gardens look smarter. If you find you are throwing your weeds into the dustbin as you have no space for a compost heap, then use them as a mulch, keep them out of the landfills and give your garden a boost. I use leaves and grass cuttings throughout the year – they are abundant and free. In summer there may not be so many leaves falling off trees, but someone is always pruning, trimming or chopping trees and bushes. In winter I buy a couple of bales of straw and that’s really the only money I spend on mulch.
These my thoughts on the different types:
Bark – It is quite coarse and can be heavy which can make it difficult for seedlings to grow through. However, it is a good choice for perennials, specimen plants, ornamental gardens and trees, and makes an excellent pathway. Unless you have a shredder you will have to buy it.
Straw – This is my favourite winter mulch. When I pull the last of the summer crops up, I water the
ground well, plant the winter seeds and add a loose layer of straw about 5cm thick. The new plants can push through easily and are protected while they are growing. For seedlings I wait a week for it to settle and then push through the straw, dig a hole and plant the seedling and gently pack the mulch around the plant. Although I need to buy it, straw is very cheap and a bale goes a long way. Be careful when you water as straw becomes very slippery when it is wet.
Leaves – Dried leaves are my year-round favourite mulch as they are easily
available and free. From late Autumn through to Spring you can find dried leaves wherever there are trees. If you don’t have a tree, take a walk to a local park, or even just down the street and you will find plenty. It is better to apply the leaves once you have crushed them a bit. The mulch will be more compact, and the leaves don’t blow away. The easiest way is to put the leaves into a big dustbin bag and stamp on them. Young children love this – if you haven’t got your own, borrow a couple! If you have storage space crush a lot, place into bags or sacks and keep them for summer mulch. During summer there are less leaves falling but lots of people pruning, cutting back and trimming trees and bushes. If you live in a complex, ask the garden service to bring you a bag or two every week when they have finished their work.
Grass Cuttings – Dry grass cuttings can be added at any time.
Fresh ones are better mixed with dried leaves as they tend to mat down and stop air circulation.
Macadamia Nut Shells – Due to the hardness and size, nut shells are not a good mulch for
vegetable or herb gardens unless you only have perennials. They do look lovely in more formal or geometric gardens and make a very good path. Unless you know a nut farmer you will have to buy them
Weeds – If you do not have space for a compost heap, rather than throwing your pulled up weeds into the rubbish bin, simply lay them on top of the soil. 
They will dry up and are an effective mulch. Break off any seed heads or they will be the first plants to grow next season
Pruned leaves – This can be any leaves from your garden, and some of them
will have the added benefit of fertilizing your soil. Comfrey, stinging nettles and yarrow are fantastic fertilizers – roughly chop the leaves and scatter around plants.
Ground Cover Plants – This is another mulch I love as it is the easiest and
definitely the prettiest. Shallow rooted, low growing plants, such as wild strawberry, fumitory and chickweed are perfect choices and are also edible or useful medicines. Pennyroyal is a lovely groundcover for between paths or paving stones, and walking on it will release the bug deterring oils. It is a mint and can become invasive, so keep it out of vegetable and flower beds. Although nasturtiums are not low growing, they are a good plant to use as they act like a ground cover and have the added benefit of controlling aphids.
Newspaper – Shredded newspaper is an excellent mulch for beds that will be dormant for a while. 
When it is wet it becomes very dense which kills off any weeds that try and grow.
If you are starting a new garden, and are prepared to wait 2 months or so before you plant, you do not have to weed or remove grass. Place a few layers of wet newspaper on top of the soil and a thick layer of other mulch such as leaves and grass. If you have some manure available, add that too. Water regularly. After 6-8 weeks you will be able to dig the mulch into the ground and plant your garden.
Non Organic Mulch Sheets – These are usually plastic sheets with holes cut out for plants, often used
commercially for strawberries or potatoes. I haven’t used them so cannot give any advice here. I would think they generate a lot of heat and reduce air circulation in the soil, which wouldn’t be good for earthworms and other bugs in the soil.