Easy on SQL 2005+; easier if you have a numbers or tally table.  I faked it below:
DECLARE @StartDate DATE = '20110901'
  , @EndDate DATE = '20111001'
SELECT  DATEADD(DAY, nbr - 1, @StartDate)
FROM    ( SELECT    ROW_NUMBER() OVER ( ORDER BY c.object_id ) AS nbr
          FROM      sys.columns c
        ) nbrs
WHERE   nbr - 1 <= DATEDIFF(DAY, @StartDate, @EndDate)
If you have a tally table, replace the subquery with the table.  No recursion.
EDIT: Since folks seem to have questions about the tally table, let me rewrite this using a zero-based tally table.  First, here's some code to create and populate a table.
CREATE TABLE [dbo].[nbrs](
    [nbr] [INT] NOT NULL
) ON [PRIMARY]
GO
CREATE UNIQUE CLUSTERED INDEX [clidx] ON [dbo].[nbrs]
(
    [nbr] ASC
)
GO
INSERT INTO dbo.nbrs (nbr)
SELECT nbr-1
FROM ( SELECT    ROW_NUMBER() OVER ( ORDER BY c.object_id ) AS nbr
          FROM      sys.columns c
        ) nbrs
GO
Now, that you have the numbers table as a permanent object in your database, you can reuse it for the query INSTEAD of the subquery.  The query has also been edited to use a zero-based calculation.
DECLARE @StartDate DATE = '20110901'
      , @EndDate DATE = '20111001'
SELECT  DATEADD(DAY, nbr, @DateStart)
FROM    nbrs
WHERE   nbr <= DATEDIFF(DAY, @DateStart, @DateEnd)
Performant, and no recursion.