Mac only: A few weeks ago we detailed how to add Facebook events to your Google Calendar, but if you're an iCal user, free utility EventSync is a good alternative, especially if you want to filter which events are synced.
Upon first run, EventSync asks you for your Facebook login and password, after which it retrieves all your Facebook events. Under the preferences menu, however, you can help narrow down what it syncs by your RSVP (choosing from any combination of events you're attending, maybe attending, not attending or haven't replied to) and how long ago the events were created.
The main difference between this app and the aforementioned Google Calendar method is that you can filter what events you sync. If you'd rather just sync all events, the Google Calendar sync is actually a better option, since you don't need to run a program every time you want to sync — and, if you are an iCal user who doesn't do the whole cloud computing thing, you could just import the Facebook Events feed into iCal and sync them that way. If you have a lot of Facebook events, though, and you don't want to clutter your calendar with all of them, this is a really nice way to get around that — even if you do have to run the app every once in a while.
EventSync is a free download, Mac only.