How do I detect a cancel click of the datepicker dialog?

If you want to perform a different action depending on whether the user selected a date or not you can use an onDismiss handler. Be sure to set a Boolean (e.g., "isDataSet") to indicate whether the user selected a date or not. Here's an example:

// Date Picker Dialog
   public void showDatePickerDialog(View view) {
   int year, month, day;
   isDataSet = false;  // this is used by the onDismiss handler

// Set initial time period in DatePicker to current month
   calendarCurrent = Calendar.getInstance(); 
   month = calendarCurrent.get(Calendar.MONTH);
   day =   calendarCurrent.get(Calendar.DAY_OF_MONTH);
   year =  calendarCurrent.get(Calendar.YEAR);

   DatePickerDialog datePickerDialog = new DatePickerDialog(YourActivity.this, dateSetListener, year, month, day );
   datePickerDialog.setOnDismissListener(mOnDismissListener);
   datePickerDialog.show();
   datePickerDialog_visible=true;  //indicate dialog is up
 } // [END showDatePickerDialog] 

//onDismiss handler
private DialogInterface.OnDismissListener mOnDismissListener =
        new DialogInterface.OnDismissListener() {
            public void onDismiss(DialogInterface dialog) {
                datePickerDialog_visible=false;  //indicate dialog is cancelled/gone
                if (isDataSet) {  // [IF date was picked
                    //do something, date now selected
                } else {
                    //do someething else, dialog cancelled or exited
                }   
            }
        };

Here's how I did it:

  DatePickerDialog dialog = new DatePickerDialog(this,
              mDateSetListener,
              year, month, day);

  dialog.setButton(DialogInterface.BUTTON_NEGATIVE, getString(R.string.cancel), new DialogInterface.OnClickListener() {
    public void onClick(DialogInterface dialog, int which) {
       if (which == DialogInterface.BUTTON_NEGATIVE) {
          // Do Stuff
       }
    }
  });