Another way to create dates easily, w/o using CONVERT or using a UDF (i.e., if you have SQL 7.0), if you are starting out with integers representing the year, month and day of the date you need to create:
declare @y int;
declare @m int;
declare @d int;
-- the date we wish to create is Nov 6, 2003:
set @y = 2003
set @m = 11
set @d = 6
select dateadd(yy,(@y-1900),0) + dateadd(mm,@m-1,0) + @d-1
Again, what makes this nice is you are not using CONVERT after concatenating a string together. And it's still pretty short. So if you are starting with a year, month, and day and need to turn it into a date, this is a pretty easy way to do it.