I don't have to remember --- postgresql does that:

select 
  to_char(
    generate_series( 
        date( cast( to_char(current_date, 'YYYY' ) as integer)     || 
+'-02-01' )
      , date( cast( to_char(current_date, 'YYYY' ) as integer) + 1 || 
+'-01-01' )
      , interval '1 month'
    ) - interval '1 day', 'DD')
;

 to_char 
---------
 31
 28
 31
 30
 31
 30
 31
 31
 30
 31
 30
 31
(12 rows)
[download]

Or, golfed down a bit...

select to_char(generate_series('20140201','20150101',interval'1mon')-i
+nterval'1','DD');
[download]

...it's shorter than the italian nursery rhyme! ;-)

update 1, yeah, I'm updating & golfing it a bit, sorry :)

update 2, (aargh! Oracle wins the Golf contest by 2 characters...

update 3, (aha! Oracle wins the Golf contest by only 1 character, (pg accepts '1mon' for '1 mon')

update 4, (aha!)

select to_char(generate_series('140201','150101',interval'1mon')-inter
+val'1','DD');  -- Pg (9.5dev)
SELECT TO_CHAR(ADD_MONTHS(DATE'14-1-1',LEVEL)-1,'DD')FROM Dual CONNECT
+ BY LEVEL<13;  -- Oracle (10g)
SELECT TO_CHAR(TO_DATE(LEVEL,'MM')-1,'DD')FROM Dual CONNECT BY LEVEL<1
+3;

select to_char(to_date(generate_series(2,13)::text,'MM')+interval'1y -
+1s','DD');  -- Pg. awful but works :)

SELECT TO_CHAR(LAST_DAY(TO_DATE(LEVEL,'MM')),'DD')FROM Dual CONNECT BY
+ LEVEL<13;  -- Oracle. "saved 3 char'
SELECT TO_CHAR(TO_DATE(LEVEL,'MM')-1,'DD')FROM Dual CONNECT BY LEVEL<1
+3;          -- Oracle. "start from december" (shortest)

select 30+(3+(3*m+3)%5-(3*m+1)%5)/5from generate_series(3,13)f(m);  --
+ wrog's (short but incomplete: march through january)
[download]

Looks like Oracle wins this little golfing contest. Ah well... it has to have something to justify the price ;-))

Well played chacham++ :-)