SQL : BETWEEN vs <= and >=

They are the same.

One thing to be careful of, is if you are using this against a DATETIME, the match for the end date will be the beginning of the day:

<= 20/10/2009

is not the same as:

<= 20/10/2009 23:59:59

(it would match against <= 20/10/2009 00:00:00.000)

They are identical: BETWEEN is a shorthand for the longer syntax in the question that includes both values (EventDate >= '10/15/2009' and EventDate <= '10/19/2009').

Use an alternative longer syntax where BETWEEN doesn't work because one or both of the values should not be included e.g.

Select EventId,EventName from EventMaster
where EventDate >= '10/15/2009' and EventDate < '10/19/2009'

(Note < rather than <= in second condition.)