Showing what quarter of a financial year a date is in

This should work:-

SELECT
    MyDate,
    CASE
        WHEN MONTH(MyDate) BETWEEN 1  AND 3  THEN convert(char(4), YEAR(MyDate) - 1) + 'Q3'
        WHEN MONTH(MyDate) BETWEEN 4  AND 6  THEN convert(char(4), YEAR(MyDate) - 1) + 'Q4'
        WHEN MONTH(MyDate) BETWEEN 7  AND 9  THEN convert(char(4), YEAR(MyDate) - 0) + 'Q1'
        WHEN MONTH(MyDate) BETWEEN 10 AND 12 THEN convert(char(4), YEAR(MyDate) - 0) + 'Q2'
    END AS Quarter
FROM
    MyTable

Output:-

MyDate        Quarter
----------    --------
2011-01-01    "2010Q3"
2011-04-01    "2010Q4"
2011-07-01    "2011Q1"
2011-10-01    "2011Q2"

I think it would be easiest to do this with CASE

SELECT
   date
   , CASE
         WHEN MONTH(date) BETWEEN 7 AND 9 THEN 'First Quarter'
         WHEN MONTH(date) BETWEEN 10 AND 12 THEN 'Second Quarter'
         WHEN MONTH(date) BETWEEN 1 AND 3 THEN 'Third Quarter'
         WHEN MONTH(date) BETWEEN 4 AND 6 THEN 'Fourth Quarter'
     END AS quarter
FROM Stuff

This method doesn't require a CASE statement, and works for any monthly fiscal calendar.

DECLARE @firstMonthOfFiscalQ1 int = 7; --1=January
SELECT DateColumn
    , FLOOR(((12 + MONTH(DateColumn) - @firstMonthOfFiscalQ1) % 12) / 3 ) + 1 AS FiscalQuarter
    FROM SomeTable 
    WHERE 1=1;