Although an unsightly annoyance, powdery mildew that occurs late in the season is no cause for alarm. The warm days and cool nights of early fall create the ideal conditions for powdery mildew to appear. But just because you see it doesn't mean you have to treat it. It's OK to save time and money by not spraying.
Although powdery mildew looks similar on all the types of plants it infests, each plant or plant family has it's own species of powdery mildew that affects it.
The fungus does not invade leaf tissues deeply, infecting only the outermost tissues of the leaf. Most hardy plants can tolerate the stress of powdery mildew without it affecting future health of the plant, especially in late-season outbreaks.
By the time powdery mildew shows up in late-season, most plants are just weeks away from losing their leaves for the winter or being outright killed by frost anyway.
So keep the sprayer in the shed for now - but be sure to collect any infected leaves this fall and dispose of them in the trash. You don't want the spores around to infect your plants in spring. Using a preventive treatment next spring as the weather warms (Fungonil or Organicide are two choices) is a good idea also since some spores are sure to be left somewhere, and new ones can be carried in on the wind.