Edit the includes/language/english/global.php file.
Look for;
$date_short = "%m-%d-%Y";
$date_long = "%m-%d-%Y %H:%M";
Set as desired.
This will set the date format for the user web interface.

Edit the
admin/includes/language/english/global.php file.
Look for;

// date format for admin area

$date_short = "%Y-%m-%d";
$date_long = "%Y-%m-%d %H:%M";
Set as desired.
This will set the date format for some areas of the admin interface, but not all.

The places where you select the date are based on how php will take that input and cannot be changed.