I had/am having the same issue. I found out after a lot of searching that Gingerbread does things differently. If you put a new event into your phone, the default is "Phone Calendar" but there is also an option for your gmail calendar. It's at the very top when you set up a new event. I haven't tested it yet, but I would think if you add an event to your online google calendar, it will still be sent to your phone, just not the other way around unless you select the gmail calendar. I did update an event that was on the phone prior to the update as well as online, and it updated it in both places. Kinda lame that you can't set the gmail one as your default, and I haven't yet found a way to sync the phone clanedar with the online one.
Who thinks up of this stuff!?!?!?