When I sync my calendar to my iPhone, the times that go on my iPhone calendar always appear an hour later.
I had this problem myself. You have to turn off “Time Zone Support” in Settings -> General -> Date & Time. Then, you likely will have to reset the phone’s caledndar information, which is done in the left column of iTunes: Click on your iPhone under Devices, then click the Info tab in the main window. Scroll all the way down to the Advanced section. Under “Replace information on this iPhone:” click the checkbox by “Calendars”. Then click the Sync button.