If you use Blogger, like me, its easy.
You just go to your dashboard and select "Layout" and then click "Add a Gadget" on the right side and scroll down a few choices and add the "HTML" gadget.
These instructions are for adding a Google Calendar. Select calendar settings and there will be an embed code which you can copy and paste in the HTML field, save it and you've got a calendar on your blog.
Here's the calendar.