Edit date field html
You can override the theme function for the date range date field formatter: theme_date_display_range().
For example, in your theme's template.php file you can add this:
/**
 * Override the themeing of a date field date range.
 */
function THEMENAME_date_display_range($variables) {
  $date1 = $variables['date1'];
  $date2 = $variables['date2'];
  $timezone = $variables['timezone'];
  $attributes_start = $variables['attributes_start'];
  $attributes_end = $variables['attributes_end'];

  // Wrap the result with the attributes.
  return t('!start-date - !end-date', array(
    '!start-date' =&gt; '&lt;span class=&quot;date-display-start&quot;' . drupal_attributes($attributes_start) . '&gt;' . $date1 . '&lt;/span&gt;', 
    '!end-date' =&gt; '&lt;span class=&quot;date-display-end&quot;' . drupal_attributes($attributes_end) . '&gt;' . $date2 . $timezone . '&lt;/span&gt;',
  ));
}

Replace THEMENAME with the name of your theme.
Note in the return line the dash.
The default is for that to be 'to'.