Certain spiders take care of the mud dobbers for me. But then I have spiders all over to worry about. These spiders remind me of a black widow in shape only, with really spindly legs, but their bodies are white and speckled (but they are not a marbled weaver that I can tell). I smacked a day old mud dobber nest in my barn yesterday with a hammer expecting larvae to fall out, and all that was in there was two of those spiders. They'd taken care of the bastards.
And I don't worry so much anymore after really investigating what Ohio has in my location. But the damn funnel weavers making webs in between my siding and posts, and then come charging out to see what feast they've caught when I'm disturbing the area, sure are funny to watch.
Those spiders weren't eating the mud dubbers, it's the other way around. Those blue/black daubers build the tube nest and lay an egg all the way at the end. Then they hunt spiders, paralize them , stuff the rest of the tube full of the still alive but paralized spiders and seal the end. The egg hatches and the larva eats its way out. By the time it's eaten all the spiders, it pupates into a adult wasp and repeats the cycle.
Mud daubers don't sting. When they are flying around you, they are just inspecting you for spiders, like any other inatimate object. Means you need to move more!
When the spiders start to get out of hand in one of the sheds, I just leave the doors open for a few days, and the daubbers will work them over pretty good. Call me crazy, but i've actully put up nesting boxes for them. They really like bat boxes, and fill those full of mud tubes.
Paper wasps (the red/brown ones) hunt spiders too, but they will sting if you piss them off. Still when they seem to not be leaving you alone when you are sitting around, they're just on the hunt.
Yellow jackets are a different story. They're evil incarnate. A little gaslone down the nest opening in the ground after dark fixes them pretty quick. They usually have two entrance holes though, so make sure you know were both are before you start screwing with them to prevent the sneak attack.