Dan/Owen-
What Owen describes above is cool, but it is not supported. (Don’t know why it would go away, but Php has been known to deprecate very useful capabilities.)
I get the point of not having to code, which is a totally valid point. But advantage of using the filters is that your ‘custom’ date formats will appear in the dropdowns on the settings pages. BTW, getting the PhP date-time formats right is not a small task for a non-programmer either (because they are so powerful). So filters are perhaps a better solution for an ‘admin’ who wants to give other users the ability to set date/time formats in some ‘controlled’ fashion.
-Mark