Since I got my new phone last month, I’ve been using a product called OggSync to sync up my phone’s calendar to Google Cal, and it’s been working great.
The basic version allows syncing with one of your Google calendars (which is all I use anyway) is totally free; you can pay for the upgrade and sync multiple calendars.
They also offer a similar piece for the desktop Outlook client, using a similar pricing model. I haven’t tried it, since I don’t use desktop Outlook too much for calendar stuff, but this would allow you to keep all three (desktop, mobile, and Google) in sync with each other for free.
The other big goal that this helps fulfill for me is not needing to ever really connect my phone to my laptop for syncing; I want to do everything directly from the phone over either wifi or the 3G data connection: syncing media and other data without any cables or even being near my other computers. So far, so good – I don’t think I’ve plugged my phone into the computer for several weeks now.