This is frequently asked question, both in forums, as well as in class:
How can I though TSQL create new backup files for each backup and have date and time in the file names?
The reason for above is most often that you want a higher degree of customization than what maint plans allow for. An obvious such in 2005 is to add the CHECKSUM option to the BACKUP command. I know there already exist several script like mine "out there", this is just my simple version so I remember where to point whenever I get this question next. :-)
Since I probably have some bugs in it, I have it on my website. This way I can fix the bugs as needed. You are most welcome to report bugs in the script if you spot any! And here's the URL: