Adding parentheses around subfig references

For the subfig package see sections 2.2.2 and 3 of the documentation.

\documentclass{article}
\usepackage[subrefformat=parens,labelformat=parens]{subfig}

\begin{document}
See Figure~\subref*{sf1} for more information.
\begin{figure}
\centering
\subfloat[Subfig 1]{\label{sf1} Contents of the sub-figure}
\qquad
\subfloat[Subfig 2]{\label{sf2} Contents of the sub-figure}
\caption{A figure}
\label{fig}
\end{figure}
\end{document}

---

(Original answer)
Assuming you're using the subfloat package, section 4 of its documentation indicates you can do something like:

\renewcommand*\thesubfloatfigure{\themainfigure(\alph{subfloatfigure})}

to put the sub-number in parentheses.

If anyone came across this question and is using subcaption, here is a solution (borrowed from its excelent manual):

\documentclass{article}
\usepackage[labelformat=simple]{subcaption}
\renewcommand\thesubfigure{(\alph{subfigure})}

\begin{document}
Reference the sub-figure in full form: \ref{sf1}.
Referencing just the sub-figure parts: \subref{sf1} and \subref{sf2}.
\begin{figure}
  \begin{subfigure}{.48\textwidth}
    \centering
    Contents of the sub-figure
    \caption{Subfig 1}
    \label{sf1}
  \end{subfigure}
  \begin{subfigure}{.48\textwidth}
    \centering
    Contents of the sub-figure
    \caption{Subfig 2}
    \label{sf2}
  \end{subfigure}
  \caption{A figure}
  \label{fig}
\end{figure}
\end{document}

\documentclass{article}
\usepackage{subfig}

\begin{document}
See Figure~\ref{fig}\subref{sf1} for more information.
\begin{figure}
\centering
\subfloat[Subfig 1]{\label{sf1} Contents of the sub-figure}
\qquad
\subfloat[Subfig 2]{\label{sf2} Contents of the sub-figure}
\caption{A figure}
\label{fig}
\end{figure}
\end{document}