Whether you get your plants from starting seeds or buy plants you need to harden off the plants before putting them in the ground. To do this, slowly expose them to direct sunlight for a few hours gradually increasing their time in the sun each day until they can tolerate a full day of sun. Keep a close eye on them, especially when you are first starting the hardening off process. If your plants begin to show signs of wilting move them to shade. Two weeks of hardening off will condition your plants to sun and wind.
Hardening off plants is very important! Many people skip this step and the plants suffer from stress. Stress delays growth, and thus production. Sometimes a non-hardened off plant set out in the garden will actually die.
Removing plants from their nursery pots can stress them as well. Make sure your plants are well hydrated before removing them from their pots, and try to move your plants to their permanent place on an over cast day, or in the evening so it can recover from its transplant stress before it has to face the sun.