The msdn article on Cast an Convert is perfectly clear when it comes to how Cast and Convert manipulate the date values into text.
http://msdn.microsoft.com/en-us/library/ms187928.aspx
But… it’s just a little bit easier to see it printed out. Here’s a short script that prints out all the different CASTS that are possible and give an example. ‘127’ is in the SQL 2008 R2 documentation but failed against the SQL 200 server I was testing on, so I commented it out.