So my iPad is fine at receiving calendar events from MobileMe (or events that I create on my computer or iphone, they go straight to my iPad). But any event that I create on my iPad does not go to the other devices. Any ideas? Thanks 
I sometimes have a similar problem. I have an iPad and iPhone4, and sometimes events don't properly get copied, or deleted, from one device to the other. Other times, I get multiple instances copied back and forth, so that by the time I notice there are six or eight instances of the same event.
It's a PITA but usually seems to pass eventually.
Make sure that you when you sync your iPad or iPhone to iTunes, your not syncing it with iCal, Address Book or even mail.
When creating events on your iPad, check to see what "Calendar" category your creating the events under. If its "iPad", it will only exist on your iPad and no other. What I do is I set my default calendar to one of my MobileMe categories so that it propagates through out my devices and MM.
I hope this helps.