I use Android Agenda Widget on one screen of my Hero. It shows me all upcoming appointments. It allows me to select which calendars to view. I can view, edit or delete appointments. I can set the update interval and best of it is free.
I have tried some of the other apps listed above and really dont think any of them compare to this. calwidget looks good on the surface but then when you click an appointment all you can do is go to the settings for the widget.
Then on another screen of my Hero I have the main HTC calendar widget displying an entire month. This shows a small icon on days where there are appointments.