The Events Calendar/Pro is the best WordPress powered calendar solution I’ve come across.
On thing that has always bothered me was that the first day of the week started on Monday. Many westerners, like myself, aren’t used to seeing our calendars that way.
The change is very simple, but it’s not located in the Plugin settings. Rather, it’s located in the General settings (/wp-admin/options-general.php) at the very bottom.