very common.
for example, the movie twenty-twelve (2012)
the project is budgeted from oh-six to oh-nine (06 - 09)

I should have been more specific. I meant only to talk about the first decade of the new century. So far, in German I have not heard Zwanzighundertdrei, for example. And until today I hadn't heard the English equivalent, either, for a year between 2001 and 2009.

I have to say that I agree with Erick. Twenty-ten for the football worldcup is very common but I have never heard this form for the first 9 (well, 8) years of the millenium. Maybe just someone who wants to sound cool?

This is common also for the first decade.

2001
Twenty oh 1

is absolutely Ok to speak.

Problem is with writing. you cannot write such expression for a year.

Well, soon we won't have to worry about it all ... it'll be twenty-ten = a new decade (or does the decade start in 2011---I always get confused).

I guess we'll still have to talk about those years in past tense, though, so the dilemmas still persists.

I'd say that is fine to say twenty-oh-three, and not terribly common.

And Erick, you ain't heard nothing yet ... wait 'til you hear someone say: two-oh-oh-three (or maybe you're heard that already.)

My two.oh-oh cents (assuming there are centi-cents)