Found a great tip online on how to create a date in T-SQL in a very fast way.  The code looks like this:

declare @year int, @month int, @day int
select @year = 2006, @month = 1, @day = 16

select dateadd(month,((@Year-1900)*12)+@Month-1,@Day-1)

This is especially useful when doing date comparisons in queries.  Many people use the convert function, but the above code executes far faster because it does not have to do any string manipulations.  Credit should be given to Michael Valentine Jones for this tip.  More information about this tip can be found here.  Here is some more great information on date manipulation for SQL Server.