Just a note for anyone else looking to do this:

Setting:
export LC_TIME=sv_SE
does set the system to yyyy-mm-dd but it also, as a side effect (well, really it's doing what it's suppose to), sets the weekday and month names to something other than English, probably Swedish.

Not that there's anything wrong with learning a bit of Swedish, but it's nice to know that before starting.

David...

P.S. Anyone know of a locale that both speaks english AND does dates the "right way" aka yyyy-mm-dd?