Personally I would have the SP or other datasource return the date in the desired format. Here's a little script I wroteup to quickly show the different formats available.
It works on SQL 2000
declare @FmtInt as Int
SET @FmtInt = 100
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1
print 'date format = ' + cast(@FmtInt as varchar(4))
print convert(varchar(20),getdate(),@FmtInt)
print ' '
SET @FmtInt = @FmtInt + 1