You may find this version useful for returning a shortened weekday name in one line.
-- Test DATA
select @@datefirst
create table #test (datum datetime)
insert #test values ('2013-01-01')
insert #test values ('2013-01-02')
insert #test values ('2013-01-03')
insert #test values ('2013-01-04')
insert #test values ('2013-01-05')
insert #test values ('2013-01-06')
insert #test values ('2013-01-07')
insert #test values ('2013-01-08')
-- Test DATA
select Substring('Sun,Mon,Tue,Wed,Thu,Fri,Sat,Sun,Mon,Tue,Wed,Thu,Fri,Sat',
(DATEPART(WEEKDAY,datum)+@@datefirst-1)*4+1,3),Datum
from #test
]
