This article is from the alt.usage.english FAQ, by Mark Israel firstname.lastname@example.org with numerous contributions by others.
"2000" and "2001" will probably be called "two thousand" and
"two thousand and one", under the influence of the movie "2001: A
Space Odyssey"; but after that, people will probably gradually
switch to calling the years "twenty oh three", etc. As for what
we'll call the decade 2000-2009 (comparable to "the eighties", "the
nineties", etc.), who knows? Several people have suggested "the
aughts", but this may be too archaic to bear revival. No, don't
bother snowing me with other proposals; let's just wait and see.