Using a Recursive CTE, you can generate an inclusive range of dates:

Declare  @FromDate    Date = '2014-04-21',
         @ToDate      Date = '2014-05-02'

;With DateCte (Date) As
(
    Select  @FromDate Union All
    Select  DateAdd(Day, 1, Date)
    From    DateCte
    Where   Date < @ToDate
)
Select  Date
From    DateCte
Option  (MaxRecursion 0)

The default MaxRecursion setting is 100. Generating more than 100 dates using this method will require the Option (MaxRecursion N) segment of the query, where N is the desired MaxRecursion setting. Setting this to 0 will remove the MaxRecursion limitation altogether.

Another way you can generate a range of dates is by utilizing a Tally Table to create the dates between the range:

Declare   @FromDate   Date = '2014-04-21',
          @ToDate     Date = '2014-05-02'

;With 
   E1(N) As (Select 1 From (Values (1), (1), (1), (1), (1), (1), (1), (1), (1), (1)) DT(N)),
   E2(N) As (Select 1 From E1 A Cross Join E1 B),
   E4(N) As (Select 1 From E2 A Cross Join E2 B),
   E6(N) As (Select 1 From E4 A Cross Join E2 B),
   Tally(N) As
   (
        Select    Row_Number() Over (Order By (Select Null)) 
        From    E6
   )
Select   DateAdd(Day, N - 1, @FromDate) Date
From     Tally
Where    N <= DateDiff(Day, @FromDate, @ToDate) + 1