I have never done it before but I am contemplating doing some experiments with grafting this year. I am more familiar with growing watermelon on a squash rootstock which is said to make better quality watermelons (with the right cultivars grafted):

Watermelon/Squash Graft

It all sounds very interesting, if you have space and time I would say go for it and report your results here.

... I wonder what would happen if a cucumber was grafted onto an Atlantic Giant rootstock :)

So I wonder if this opens them up to the squash vine borer? I have enough problems with the cucumber beetles.

Hey I was doing some research on grafting for this year and I remembered this thread. I found an article that explains how and why grafting is important. Apparently it has been going on since the 1920's in Japan.

Enjoy!

Grafting vine crops