The only one I've seen out there is Date Reminder from MobiTeq (http://www.mobiteq.com/). I've never used it so don't know how good it is - but I do keep meaning to try it out.
It's okay if you don't care that your data is backed up anywhere. Nor can it be exported. They really need to address this issue. Think twice before you purchase Date Reminder from Mobiteq... Its a good interface, but they really need a way to export/import dates. Other apps have this feature - don't know why it would be that difficult.
I use outlook, I click on tthe second tab (I think) in my contact list and there is a field for birthdate and anniversary. It will put the entries in your calander.