sh replace string

[killasmurf86]

Let's say i have some input data
$DATA="Some text data that i want to change"

and i want to replace spaces with some other letter, lets say "_"
How can i do that in sh?

[ephemera]

DATA='Some text data that i want to change'
DATA=$(echo $DATA | tr ' ' _)

[phoenix]

DATA="Some text data that i want to change"
DATA=$( echo $DATA | sed 's|text data|binary crap|' )
echo $DATA

Sorry, didn't see you wanted to just switch one character. tr is best for that.