It's nice to have a wall calendar. You note important events and glance at the whole month every few days to stay on track.
I always think bigger is better... so I use the Stendig calendar. I love the design, of course, and I love that you can get it each year (always at Crate and Barrel). I suppose I don't like change! Here's my calendar for January:
I put little party hats on birthdays and use an 'h' for holidays. I also write notes on the days, use special stickers for Halloween, Valentine's Day, etc, and make general notes in the top area. A really, really adorable idea with the Stendig is to take a picture of your baby each month sitting/laying on top of the month to see how much she grows. This never quite worked out with my kids, but I wish it had!
Other great calendar sources: Paper Source, Etsy, blogs or make your own! Here are others I'm using this year: