This is a generic approach for left padding anything. The concept is to use REPLICATE to create a version which is nothing but the padded value. Then concatenate it with the actual value, using a isnull/coalesce call if the data is NULLable. You now have a string that is double the target size to exactly the target length or somewhere in between. Now simply sheer off the N right-most characters and you have a left padded string.
SELECT RIGHT(REPLICATE('0', 2) + CAST(DATEPART(DAY, '2012-12-09') AS varchar(2)), 2) AS leftpadded_day
The CONVERT function offers various methods for obtaining pre-formatted dates. Format 103 specifies dd
which means leading zero preserved so all that one needs to do is slice out the first 2 characters.
SELECT CONVERT(char(2), CAST('2012-12-09' AS datetime), 103) AS convert_day