How to create a time dimension in a table?

  with mycte as

(
select cast('2009-01-01' as datetime) DateValue
union all
select DateValue + 1
from    mycte  
where   DateValue + 1 < = GetDate() + 10

  )

select DateValue

from    mycte

OPTION (MAXRECURSION 0)

This script will generate date starting from 2009-01-01 to 10 days after current date.