date formate in sql server 2005

Try this:

declare @D as DateTime
set @D = GETDATE()
SELECT DATENAME(weekday, @d) + ', '  + CONVERT(NVARCHAR(MAX), @D, 109)

It will return

Wednesday, Feb 15 2012  7:43:41:067AM

Which is about as close as you will get without some tweaking.
To be honest, I would do this in my application code, rather than SQL: it is a lot more flexible and internationalizable.

Hello,

Please refer this http://msdn.microsoft.com/en-us/library/ms174395%28v=sql.90%29.aspx[^]

A small suggestion

select DATENAME(dw,GETDATE())
SELECT DATENAME(MONTH,GETDATE())
SELECT DAY(GETDATE())
SELECT YEAR(GETDATE())