I was recently recommended ColorNote, which keeps its calendar data separate from the stock calendar storage, and so (presumably) is less likely to accidentally send your private data to cloud services you do not wish to use.
It has a very clean month-view, but the day view is quite limited - you can only see the first ten characters of each item (at least on my tiny Samsung Galaxy Europa) and appointment times cannot be set, only appointment reminders. So for me - a substantial calendar user - it's not sufficient.
I've tried a lot of calendar applications, and I am seeing that the vast majority of these interface with the stock calendar - the UI is very good, and I should think it saves developers a ton of work. Hence, you need to be careful to keep the Google account sync options disabled - turn it on and your data will be send to the cloud in short order - i.e. game over if you are opposed to this. (The google account cannot be removed from the phone, as other applications "require" it).
Personally, I am considering a good calendar app that works with the stock Calendar, then rooting the phone and installing a firewall. My guess is that I can limit the applications that use Google services to a minimum (i.e. Market/Play) so I can have reasonable confidence I am not going to accidentally use their Calendar cloud. I appreciate this faffing isn't of interest to everyone - but I'd argue the process of not using the cloud really ought to be easier!