There is an option in Joomla 2.5 to display the site name before or after the page title. However, there is not an option to change what you want the delimiter to be. This article tells you how to Change the delimiter.

First you will want to change the Global configuration option "Include Site Name in Page Titles" to "no" so that the site name is no longer shown. We are going to set the page title in the template using an override to avoid a core edit.

Now we are going to update your template index.php file to the following.

//remove dash in title
$app = JFactory::getApplication();
$pageTitle = ' THE_SITE_NAME ' . 'THE_DELIMINATOR' . $this->getTitle();
$this->setTitle($pageTitle );

Change THE_SITE_NAME to your site name and THE_DELIMINATOR to your deliminator. If you want to display the sitename last and the title first just use:

$pageTitle = $this->getTitle() . 'THE_DELIMINATOR' . ' THE_SITE_NAME ';

I hope this helps you out, now you can get really creative with your deliminators! But don't cause it's cheesy.