I know of date formats such as
\"yyyy-mm-dd\"
-which displays date in format 2011-02-26
\"yyyy-MMM-dd\"
-which displays date
I know the question is about getting the day of week as string (e.g. the short name), but for anybody who is looking for the numeric day of week (as I was), you can use the new "u" format string, supported since Java 7. For example:
new SimpleDateFormat("u").format(new Date());
returns today's day-of-week index, namely: 1 = Monday, 2 = Tuesday, ..., 7 = Sunday.