Cruciferous vegetables need to be cooked to deactivate the goitrogens, or thyroid-inhibiting agents. So you definitely want to cook broccoli, cauliflower, cabbage, collard greens, brussel sprouts, etc until they are tender but not mushy.
Personally, I steam or stick all my veggies in the oven except for carrots. I've read a lot about how raw carrots clean out toxins in the gut. But obviously vegetables like zuccini and spinach need less cooking. I think spinach is another vegetable that is probably okay without cooking.