I am always confused about about writing dates, to say for instance 06/05/2009 I would say:
- on May 6th, 2009
- on May 6, 2009
- on the 6th of May 2009
...wich format is the most correct?
All are correct, though in the USA it is 5/6/2009. There is no most correct. The references in the link above are exhaustive.
EDIT: I agree with Einstein that in AE, it is obligatory to write a comma between the month and the year when the month is written by name. It is also possible in AE to abbreviate the month by using the first three letters. With May, it makes no difference.