How can I select the first day of a month in SQL?

SELECT DATEADD(month, DATEDIFF(month, 0, @mydate), 0) AS StartOfMonth

In addition to all the above answer, a way based on a function introduced in sql 2012

SELECT DATEFROMPARTS(YEAR(@mydate),MONTH(@mydate),1)

Starting with SQL Server 2012:

SELECT DATEADD(DAY,1,EOMONTH(@mydate,-1))