I've had that calender issue before. Stop sharing them with your iPhone (in iTunes) so it clears them all out, then turn it back on and re-sync, that should work. Before you re sync, check the phone and see if there are still calenders on there. If there are, you can go in and delete them manually I think.
Question: If you are not using the over the air sync part of MobileMe then why have it? From my point of view, the ability to sync "on the go" with the "cloud" from all of my devices is the biggest plus of having MM. Just curious.