Well, you could install Growl & Prowl assuming you have a Mac, then either use GriP or get Prowl (paid app) fro your Mac to push E-mail and/or Calender events to your iPhone.
I'm using Growl & Prowl on mac to push to iPhone (via Grip) on iPhone but just for E-mail, not calendar stuff, but you can enable calendar.
Doesn't your lockscreen do this or set alerts in iCal ?