For anything handwritten (cheques, dates on signatures etc.), I use YYYY-Mmm-DD (e.g. 2012-Jan-10), as I can't imagine anyone confusing the meaning of it. I avoid DD-MM-YYYY and MM-DD-YYYY, as I usually end up having to check what I meant. No one has commented on it yet.
Typed, I use YYYY-MM-DD (e.g. 2012-01-10), mainly for its sortability.
Well, in Poland we do use D.[M]M.[YY]YY too, which is unfortunately quite popular, as a short version of the format with verbal month "D MMMMM YYYY r." (r. stands for "rok[u]", i.e. year). This long version is predominantly used in lots of official forms and letters here.
YYYY-MM-DD HH:MM:SS.ffffff+ZZZZ