I liked this approach so much, I worked up Date from Typed String Macro for my own needs.
It can be extended to handle multiple formats (with a Help box to remind you what they are), supports any delimiter (like slashes, periods, hyphens) and minimizes digit typing (no zeroes needed). There's also a shortcut for today's date if, like me, you never remember it.
Thanks, Gabe, for the inspiration!