When trying to save any changes of the Locale settings of the Date and Time configuration it will reset to defaults after the page reloads: Default time zone is blank, User-configurable time zones enabled, Sunday.
Got issue first with 6x-2.6, changing to -dev version didn't solve the problem. Reinstalled -dev and only activated Date API and Date Timezone.
Gone though all troubleshooting steps, searches revealed some old issues caused by the event module which I don't have installed nor any other date related modules (as far as I know - are there any known conflicts with other common modules?)
So I can't change the time zone, Drupal is using UTC/GMT I think, the servers PHP default time zone is set to Europe/Berlin.