Four years have passed, but this question doesn't get old, and I think now there's a slightly better answer than using wmic (on win7 onwards).
for /F "tokens=1,2,3 delims=_" %%i in ('PowerShell -Command "& {Get-Date -format "MM_dd_yyyy"}"') do (
set MONTH=%%i
set DAY=%%j
set YEAR=%%k
)
echo %MONTH% %DAY% %YEAR%
With powershell Get-Date
you can fine-tune the format you want (short,long, numbers,names,etc..). In this example "MM_dd_yyyy" will get you a numeric date with leading zeros in case of single digit months or days
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