How do I write unit tests to make sure my date/time based code works for all time zones and with/out DST?

You can use a @Rule for this. Here is the code for the rule:

import org.joda.time.DateTimeZone;
import org.junit.rules.TestWatcher;
import org.junit.runner.Description;

public class UTCRule extends TestWatcher {

    private DateTimeZone origDefault = DateTimeZone.getDefault();

    @Override
    protected void starting( Description description ) {
        DateTimeZone.setDefault( DateTimeZone.UTC );
    }

    @Override
    protected void finished( Description description ) {
        DateTimeZone.setDefault( origDefault );
    }
}

You can use the rule like this:

public class SomeTest {

    @Rule
    public UTCRule utcRule = new UTCRule();

    ....
}

This will change the current time zone to UTC before each test in SomeTest will be executed and it will restore the default time zone after each test.

If you want to check several time zones, use a rule like this one:

import org.joda.time.DateTimeZone;
import org.junit.rules.TestWatcher;
import org.junit.runner.Description;

public class TZRule extends TestWatcher {

    private DateTimeZone origDefault = DateTimeZone.getDefault();

    private DateTimeZone tz;

    public TZRule( DateTimeZone tz ) {
        this.tz = tz;
    }

    @Override
    protected void starting( Description description ) {
        DateTimeZone.setDefault( tz );
    }

    @Override
    protected void finished( Description description ) {
        DateTimeZone.setDefault( origDefault );
    }
}

Put all the affected tests in an abstract base class AbstractTZTest and extend it:

public class UTCTest extends AbstractTZTest {
    @Rule public TZRule tzRule = new TZRule( DateTimeZone.UTC );
}

That will execute all tests in AbstractTZTest with UTC. For each time zone that you want to test, you'll need another class:

public class UTCTest extends AbstractTZTest {
    @Rule public TZRule tzRule = new TZRule( DateTimeZone.forID( "..." );
}

Since test cases are inherited, that's all - you just need to define the rule.

In a similar way, you can shift the system clock. Use a rule that calls DateTimeUtils.setCurrentMillisProvider(...) to simulate that the test runs at a certain time and DateTimeUtils.setCurrentMillisSystem() to restore the defaults.

Note: Your provider will need a way to make the clock tick or all new DateTime instances will have the same value. I often advance the value by a millisecond each time getMillis() is called.

Note 2: That only works with joda-time. It doesn't affect new java.util.Date().

Note 3: You can't run these tests in parallel anymore. They must run in sequence or one of them will most likely restore the default timezone while another test is running.

for (String zoneId : DateTimeZone.getAvailableIDs())
{
   DateTime testedDate1;
   DateTime testedDate2;
   try
   {
      final DateTimeZone tz = DateTimeZone.forID(zoneId);
      // your test with testedDate1 and testedDate2 
   }
   catch (final IllegalArgumentException e)
   {
      // catching DST problem
      testedDate1 = testetDate1.plusHours(1);
      testedDate2 = testetDate2.plusHours(1);
      // repeat your test for this dates
   }
}

Change for single test

DateTimeZone default;  

DateTimeZone testedTZ;

@Before
public void setUp()
{
   default = GateTimeZone.getDefault();
   DateTimeZone.setDefault
}  

@After
public void tearDown()
{
   default = GateTimeZone.setDefault();
   DateTimeZone.setDefault(testedTZ)
}   

@Test
public void test()
{
//...
}