Preferably one that doesn't take up too much space.
Here's some launcherpro plus calendar pics. It is scrollable and you can switch between views and add things to the calendar from the widget. LP plus is the way to go, plus you get the other widgets.
Launcher pro plus is absolutely the way to go. With one widget, you can switch between month views and agenda views on the fly, its scrollable, and you can resize the widget (and any widgets) to whatever size you want.