Am I using Date::Calc properly?

You're not actually using Date::Calc at all. Well, I mean you're loading the module. But then you're completely ignoring it. You're just incrementing a string.

I recommend DateTime for all date and time processing tasks.

#!/usr/bin/perl

use strict;
use warnings;
use DateTime;

my $start = DateTime->new(year => 2009, month => 5, day => 16);
my $end   = DateTime->new(year => 2009, month => 6, day => 2);
my $curr  = $start;

while ($curr <= $end) {
  print $curr->strftime('%Y%m%d'), "\n";
  $curr->add(days => 1);
}
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Update: Corion's point about doing this in the database is an excellent one.