I use this bash alias (should work in Linux, Cygwin, probably MacOS, maybe other Unixes):

alias timestamp="date --rfc-3339=ns | tr ' '  '_'"

Then use it like this for example to archive a file:

mv somefile somefile_$(timestamp)

You should see something like

`somefile' -> `somefile_2014-11-13_11:45:46.980175800-04:00'

If you don’t like colons in file names, change tr ' ' to tr ' :'.