Set Date in a single line

You could use

new SimpleDateFormat( "yyyyMMdd" ).parse( "20100520" )

This is yet another reason to use Joda Time

new DateMidnight(2010, 3, 5)

DateMidnight is now deprecated but the same effect can be achieved with Joda Time DateTime

DateTime dt = new DateTime(2010, 3, 5, 0, 0);

You could use new GregorianCalendar(theYear, theMonth, theDay).getTime():

public GregorianCalendar(int year, int month, int dayOfMonth)

Constructs a GregorianCalendar with the given date set in the default time zone with the default locale.