Date format

I’m trying to format the date on my entries to look like the day, name of the month, the date, and the year. I want it to look like this:
Friday, October 29, 2004
What would I use?
I tried entering %month% %day%, %year% in the template, but it didn’t come out right. Then I tried to enter “month day year” in the general section, but it doesn’t like me. Can you help please?