I'm using PostgreSQL for my data warehouse. I needed a calendar table for doing joins and a quick way to populate it. So I created my calendar table with:

CREATE TABLE "CALENDAR" (
"YYYYMMDD" date NOT NULL
);


Then I populated it with the following SQL:

INSERT INTO "CALENDAR" ("YYYYMMDD") select to_date('20000101', 'YYYYMMDD') + s.a as dates from generate_series(0,36524,1) as s(a);

This quickly puts records into the CALENDAR table for every day starting with 1/1/2000 and ending with 12/31/2099.