I live in FL, so our sun is intense, similar to yours. I have a couple of small potted Kalanchoe(not sure of the varieties) bought at Lowe's appx. 9 months ago. I have mine in at least 8 hours of direct sun. But if you just purchased yours and it wasn't in direct sun at the nursery, I would SLOWLY acclimate it to direct sun. Start with an hour or two of morning sun, then add a little more sun every few days. I would do this over a 10-12 days...mine can take full sun, but can also take part sun. I have a couple of them in ground underneath a palm tree. In my experience they grow pretty well as long as they get at least a few hours of direct sun.

What type of Jades did you get? I love most of the succulents family, especially the ones that turn red/yellows in sun/cool weather. Good luck with your new plants...

This one gets at least 8 hours of direct sun.(variety?)
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from the looks of your photo, it is possible that ALL my plants (except for this first picture of the purple one, which if anyone knows it's name, I'd like to know) May be jade plants?

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Can anyone tell me what might be the problem with this one? possible sunburn, but what about the torn area? bugs chomping it?
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I would definitely check for bugs also, but your Kelanchoes does look like sunburn to me, it looks exactly like a few leaves on my Hoya and a Jade plant that got sunburned, eventually it did turn brown, got holes like yours did. I accidentally left it in direct sun when I watered it shortly after purchase. I just ended up cutting those leaves off. They won't heal obviously...

The two plants on the right of the last photo looks like peperomia? Not for sure...

I have the that purple/green planted in the ground, name escapes me at the moment...I'm sure someone else will know.

The red one is a Kalancnoe, it has serrated leaves. Holes in plants can be caused by many things, grasshoppers, snails, other pests.(tomato worms) chewing insects. Black specks are caused by the cold and wet soil, at the same time. Fine spider webs are by Spider mites. Put out smail bait of some kind for the snails, keep a bottle of Safer's soap in hand, kill the mealies and ants, go after the white flies, with yellow sticky paper. Look for eating insects and birds, they are looking for water which the leaves have. Never buy plants without a label.I can't write a book here, so get a book and read it. Western Garden Book will tell all and is not over $20.oo (Sunset) or their also may be a Eastern Garden Book,and perhnaps a Southern or Nortern Garden Edition. Norma

You have several Kalanchoe, the spiky leaf may be a Agave, Draceneaceae, ? It will need warm winter climate, bring it inside. I don't know where you live, but most Kalanchoe can take temps. down to 40F at least, if given a nurse plant to protect them. No they cannot take snow. Crassula (Jade) ovata all kinds can live on rocky hills no water except from the fog, full sun and do well, they can live in So. England with rain and wind storms out on a patio but with dry soil, and live in very cold British weather. Reported from a friend who lives there, No. England no. In my valley they will take Temps down to 20F I keep my very dry in cramped pots, and little water gets in because of a lot of leaves and roots taking up all the room in the pots. can't guess how you grow your plants. Peperomi will need warmth in the house. Even here in So. Calif. zone 10
we grow them in the green house all winter for protection. I've just made suggestions, you will need to use your own judgement. Good Luck, Norma

By the way, I think? the first picture is:

OYSTER PLANT
Tradescantia spathacea
'Vittata'color>

Here in SoCal, jade plants can stand full sunlight, but they need a little more water to keep them from looking ratty. Some of the kalanchoes will burn up if they get to much sun. In fact, I have some blossfeldiana that do OK in deep shade, but they don't look as robust as the ones you see in full bloom in stores.