Hmm... with PHP5 you could use strptime which parses the date into an array, and the month is 0-11 so just and one
http://us2.php.net/manual/en/function.strptime.php
The problem with hacking it everywhere is that there might be some date comparisons that could fail as 01 collates differently than 1. The comments module pulls the comments from the DB and sorts by date, so you might just look at changing the view, not the data.
If you are just after news and comments, you might change line 57 in News/action.detail.php
$onerow->formatpostdate = strftime($dateformat, $db->UnixTimeStamp($row['news_date']));
to go through and strip the 0 from the month along the lines of your example.
In Comments/action.detail.php look for the line
$onerow->date = strftime($localedateformat, $db->UnixTimeStamp($row['comment_date']));
and strip out the zero from the month there as well.
That will only change the display, and keep you from messing with any logic.
Of course, back up, then change, then test!
Good luck.