Slacker Calender
This is a popular Excel link lately: Slacker Manager / Make a Calendar in Excel

J-walk had another over here.
And my favorite (for the addin option): Calendar Picker Addin (I still haven’t sat down to figure out how he made the icon in the cell)
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Re: Calendar Picker Addin
Perhaps using a technique along the lines of the one Debra Dalgleish describes
http://www.contextures.com/xlcomments03.html#Indicator
Tushar Mehta also wrote a calendar template. You can change the year or start day of the week. It’s done entirely with formulas.
http://www.tushar-mehta.com/excel/template_calendar.html
thanks for the links andy and andrew.
Andy, I believe debra’s example may be towards what I’m looking for, I didn’t even think of autoshapes.