I solved my problem by rearranging my calendars in iCal. Does that not work for you? It's not a fix, but just a workaround - since the vast majority of the appointments I create on my iPhone are "sessions" (as in individual therapy sessions), I moved that one to the bottom to get most of my iPhone created appointments in the right category. Try it and see how it works.
edit: I just read your post from before and you say it didn't work. Hmm. Quit and restart iCal AND iTunes before trying the rearranging. I think iTunes being open keeps the changes from sticking in iCal.