[AndrewGSW]

For completeness the following version allows for milliseconds and suffixes (1st, 2nd, etc.).

Use z or zzz for milliseconds, as in: not quite Zero!
Use xx for suffixes, as in: suffiXX (plural)

I don't think timezones or offsets belong in this method; this information can be appended to the resultant string if required.

If you would like something placed within the string, I suggest calling the method twice and creating the string in this way. Similarly, if you want the day (MON) capitalized (but not the month) just use the method twice (or more) and use toUpperCase().

Date.prototype.format = function (sFormat, twelve) {
    // Returns: A string version of the date.
    // Usage: date_instance.format("d mmm yy hh:nn:ss ap") or 
    // date_instance.format("dddd dd mmmm hh:nn", true)
    // Defaults to YYYY/MM/DD.
    // twelve == true for a 12hr clock, or just AP or ap within 
    // sFormat (for AM/PM or am/pm).
    // Use z or zzz for milliseconds and xx for suffixes (st, nd, etc.).
    var MonthNames = ["January", "February", "March", "April", "May", "June", 
        "July", "August", "September", "October", "November", "December"];
    var DayNames = [ "Sunday", "Monday", "Tueday", "Wednesday", "Thursday", 
        "Friday", "Saturday" ];
    var dDate = this || new Date(),
        D = dDate.getDate(), DDDD = DayNames[dDate.getDay()], 
        DDD = DDDD.substr(0,3),
        M = dDate.getMonth()+1, MMMM = MonthNames[dDate.getMonth()], 
        MMM = MMMM.substr(0,3),
        YYYY = dDate.getFullYear(), YY = ('' + YYYY).substr(2, 2),
        H = dDate.getHours(), N = dDate.getMinutes(), S = dDate.getSeconds(),
        Z = dDate.getMilliseconds(),
        ap = (H > 11) ? "pm" : "am",
        // pad with leading zeros, if required
        DD = ( D < 10 ? "0" : "" ) + D,
        MM = ( M < 10 ? "0" : "" ) + M,
        NN = ( N < 10 ? "0" : "" ) + N, 
        SS = ( S < 10 ? "0" : "" ) + S,
        ZZZ = ( Z < 10 ? "00" : (Z < 100 ? "0" : "") ) + Z, XX;
    var AP = (sFormat && (sFormat.toUpperCase().indexOf('AP')+1)) ? 
        ((sFormat.indexOf('ap')+1) ? ap : ap.toUpperCase()) : '';
    if (twelve || AP) {
        H = (H < 12) ? (H || 12) : ((H - 12) || 12);
    }
    var HH = ( H < 10 ? "0" : "" ) + H;
    XX = (D == 1 || D == 21 || D == 31) ? "st" : 
        ((D == 2 || D == 22) ? "nd" : ((D == 3 || D == 23) ? "rd" : "th"));
    sFormat = ( sFormat ) ? sFormat.toUpperCase() : 'YYYY/MM/DD';
    var sParsed = sFormat.replace(/D{1,4}|M{1,4}|Y{2,4}|H{1,2}|N{1,2}|S{1,2}|Z{1,3}|XX|AP/g,
        function (m) {
            try {
                return eval(m);
            } catch (e) {
                return '';
            }
        });
    return sParsed;
};