There's a good reference page here.
It obviously depends on the format you want. But as an example:
sb.Append(dr.dtLancamentoReceitaDespesaDataVencimento.ToString("MM/dd/yyyy"));
If you're in doubt as to the format to use I'd suggest trying the ISO 8601 format
.ToString("yyyy-MM-ddTHH\:mm\:ss.fffffffzzz");