Get Days from the given start date and end date

using a tally table (starting at n =1)

SET dateformat MDY

declare @startdate datetime,@enddate datetime 
set @startdate='01/01/2010' 
set @enddate='01/31/2010'

SELECT @startdate + (n-1)
FROM dbo.tally
WHERE 
    n-1  < DATEDIFF (dd, @startdate, @enddate)

More on Tally tables here

Or if you don't want to use a 'physical' tally table, utilise a cte-based one

SET dateformat MDY

declare @startdate datetime,@enddate datetime 
set @startdate='01/01/2010' 
set @enddate='01/31/2010'

;WITH Nbrs_4( n ) AS ( SELECT 1 UNION SELECT 0 ),
      Nbrs_3( n ) AS ( SELECT 1 FROM Nbrs_4 n1 CROSS JOIN Nbrs_4 n2 ),
      Nbrs_2( n ) AS ( SELECT 1 FROM Nbrs_3 n1 CROSS JOIN Nbrs_3 n2 ),
      Nbrs_1( n ) AS ( SELECT 1 FROM Nbrs_2 n1 CROSS JOIN Nbrs_2 n2 ),
      Nbrs_0( n ) AS ( SELECT 1 FROM Nbrs_1 n1 CROSS JOIN Nbrs_1 n2 ),
      Nbrs  ( n ) AS ( SELECT 1 FROM Nbrs_0 n1 CROSS JOIN Nbrs_0 n2 )

SELECT @startdate + (n-1)
FROM (SELECT row_number() OVER(ORDER BY n) FROM Nbrs) Tally (n)
WHERE
    n < DATEDIFF (dd, @startdate, @enddate) + 1

I wanted to add this as a comment to Kev's answer but it was too big. This is the fastest function to create a "virtual" tally table i have ever seen. You can step forward or backward and you can step more than one step at a time. (like when you want each monday in the given range)

CREATE FUNCTION [DBO].[fnNumsTable](
     @pStartValue BIGINT= 1,
     @pEndValue     BIGINT= 1000000,
     @pIncrement    BIGINT= 1 
 )
 RETURNS TABLE
 AS
 -- +----------------------------------------------------------------------------------------------------------------
 -- ! O b j e c t         : [DWH].[fnNumsTable]
 -- ! R e t u r n s       : A table with number from startvalue to end value
 -- ! P a r a m e t e r s : Name                    DataType       Description
 -- +                       ======================= ============== ==================================================
 -- !                              @pStartValue               BIGINT= 1,
 -- !                              @pEndValue                  BIGINT= 1000000,
 -- !                              @pIncrement                   BIGINT= 1 
  -- + ---------------------------------------------------------------------------------------------------------------
  -- ! O b j e c t i v e   : Return a list of all numbers between startvalue to end value
  -- !                            The table may be used to avoid cursors, generate a list of dates etc. 
  -- + ---------------------------------------------------------------------------------------------------------------
  -- ! H i s t o r y       :
  -- + ---------------------------------------------------------------------------------------------------------------
  -- !                       Date       Who   What
  -- +                       ========== ===== ========================================================================
  -- !              2009-09-21 HAWI
  -- +----------------------------------------------------------------------------------------------------------------
    --Select n from dbo.[fnNumsTable](1000,2000,1) 
    --Select DATEADD(D,N,GETDATE()) from dbo.[fnNumsTable](1,365,7) 
 RETURN(
     WITH BaseNum (
         N 
     ) AS (
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 UNION ALL
     SELECT 1 
     ),
     L1 (
         N 
     ) AS (
     SELECT
         bn1.N 
     FROM
         BaseNum bn1 
         CROSS JOIN BaseNum bn2 
     ),
     L2 (
         N 
     ) AS (
     SELECT
         a1.N 
     FROM
         L1 a1 
         CROSS JOIN L1 a2 
     ),
     L3 (
         N 
     ) AS (
     SELECT TOP ((ABS(CASE WHEN @pStartValue < @pEndValue
                          THEN @pEndValue
                          ELSE @pStartValue
                      END - 
                      CASE WHEN @pStartValue < @pEndValue
                          THEN @pStartValue
                          ELSE @pEndValue
                      END))/ABS(@pIncrement)+ 1)
         a1.N 
     FROM
         L2 a1 
         CROSS JOIN L2 a2 
     ),
     Tally (
         N 
     ) AS (
     SELECT
         row_number() OVER (ORDER BY a1.N)
     FROM
         L3 a1 
     )
     SELECT
         ((N - 1) * @pIncrement) + @pStartValue AS N 
     FROM
         Tally 
 );
GO

http://itdeveloperzone.blogspot.in/2012/11/generate-list-of-dates-in-sql-server.html