If you use iCal and an iPod, and sync your calendars to the iPod, do not use colons in your calendar names -- somehow they'll get lost in the shuffle when transferring to the iPod. Strange but true.
[robg adds: I believe this may be due to the fact that you can't use a colon in a filename in OS X -- but that's just a guess.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=2006071315170348