Data Type Conversion

Data Type Conversion (microsoft.com)
Data types can be converted either implicitly or explicitly.

Explicit Data Type Conversion

Explicit conversions use the CAST or CONVERT functions.

CAST and CONVERT (Transact-SQL) (microsoft.com)

PRINT CAST(9.5 AS INT);
PRINT CONVERT(INT, 9.5);

PRINT CAST('9.5' AS FLOAT);
PRINT CONVERT(FLOAT, '9.5');

--These will fail:
PRINT CAST('9.5' AS INT);
PRINT CONVERT(INT, '9.5');

Differences between CAST and CONVERT:

CAST is an ANSI standard and is more portable (can be used by other RDBMS). CONVERT is specific to SQL Server.

CONVERT accepts an optional style parameter (integer) which is used for formatting:

PRINT CONVERT(VARCHAR, GETDATE(),   1);
PRINT CONVERT(VARCHAR, GETDATE(),   2);
PRINT CONVERT(VARCHAR, GETDATE(),   5);
PRINT CONVERT(VARCHAR, GETDATE(),   6);
PRINT CONVERT(VARCHAR, GETDATE(),   7);
PRINT CONVERT(VARCHAR, GETDATE(),  10);
PRINT CONVERT(VARCHAR, GETDATE(),  11);
PRINT CONVERT(VARCHAR, GETDATE(),  12);
PRINT CONVERT(VARCHAR, GETDATE(),  23);
PRINT CONVERT(VARCHAR, GETDATE(), 101);
PRINT CONVERT(VARCHAR, GETDATE(), 102);
PRINT CONVERT(VARCHAR, GETDATE(), 103);
PRINT CONVERT(VARCHAR, GETDATE(), 104);
PRINT CONVERT(VARCHAR, GETDATE(), 105);
PRINT CONVERT(VARCHAR, GETDATE(), 106);
PRINT CONVERT(VARCHAR, GETDATE(), 107);
PRINT CONVERT(VARCHAR, GETDATE(), 110);
PRINT CONVERT(VARCHAR, GETDATE(), 111);
PRINT CONVERT(VARCHAR, GETDATE(), 112);

Implicit Data Type Conversion

SQL Server can automatically convert the data from one data type to another. For example, when a smallint is compared to an int, the smallint is implicitly converted to int before the comparison proceeds.
Data Type Conversion Chart shows when implicit data type conversion is possible:
Implicit data conversion does NOT mean that data loss will not occur: