sql server displaying missing dates

I would recommend you use a table valued function to get you all days in between 2 selected dates as a table (Try it out in this fiddle):

CREATE FUNCTION dbo.GetAllDaysInBetween(@FirstDay DATETIME, @LastDay DATETIME)
RETURNS @retDays TABLE 
(
    DayInBetween DATETIME
)
AS 
BEGIN
    DECLARE @currentDay DATETIME
    SELECT @currentDay = @FirstDay

    WHILE @currentDay <= @LastDay
    BEGIN

        INSERT @retDays (DayInBetween)
            SELECT @currentDay

        SELECT @currentDay = DATEADD(DAY, 1, @currentDay)
    END 

    RETURN
END

(I include a simple table setup for easy copypaste-tests)

CREATE TABLE SiteVisit (ID INT PRIMARY KEY IDENTITY(1,1), visitDate DATETIME, visitSite NVARCHAR(512))

INSERT INTO SiteVisit (visitDate, visitSite)
    SELECT '2014-03-11', 'site1'
    UNION
    SELECT '2014-03-12', 'site1'
    UNION
    SELECT '2014-03-15', 'site1'
    UNION
    SELECT '2014-03-18', 'site1'
    UNION
    SELECT '2014-03-18', 'site2'

now you can simply check what days no visit occured when you know the “boundary days” such as this:

SELECT
        DayInBetween AS missingDate,
        'site1' AS visitSite
    FROM dbo.GetAllDaysInBetween('2014-03-11', '2014-03-18') AS AllDaysInBetween
    WHERE NOT EXISTS 
        (SELECT ID FROM SiteVisit WHERE visitDate = AllDaysInBetween.DayInBetween AND visitSite="site1")

Or if you like to know all days where any site was not visited you could use this query:

SELECT
        DayInBetween AS missingDate,
        Sites.visitSite
    FROM dbo.GetAllDaysInBetween('2014-03-11', '2014-03-18') AS AllDaysInBetween
    CROSS JOIN (SELECT DISTINCT visitSite FROM SiteVisit) AS Sites
    WHERE NOT EXISTS
        (SELECT ID FROM SiteVisit WHERE visitDate = AllDaysInBetween.DayInBetween AND visitSite = Sites.visitSite)
    ORDER BY visitSite

Just on a side note: it seems you have some duplication in your table (not normalized) siteName should really go into a separate table and only be referenced from SiteVisit