Good question, frequently an issue with forms on-line (or offline when you don't knowwho'll be using it).
You've correctly noted different customs from different people change the format they expect and of course they might not read you're instructions.
The annoying part is for some dates it is impossible to validate! (Concequences depend of the use for the data though).
Date-time picker control
not sure what you mean, - 3 selection-boxes or pop-up calender date interface?
Today I'm thinking 3 text-boxes in a row, individually labeled, with optional DHTML pop-up date picker.
Whatever you try, use a validation routine that checks for the correct order when a day above 12 is used, this way for those dates you can see if people are getting it wrong or not to indicate whether your interface seems to work or not.
