I use a program called "Active desktop calendar", which shows a calendar on your desktop (duh). It's pretty good. Then there's a program (that used to be called) Konfabulator, which allows you to run little "widgets" (utilities). There's tons of them, including calendars.
And I use outlook, which has a calendar. And Talisman desktop, which has a calendar too.
...but I rarely need to use a calendar at all.
